Recursive parameter estimation: convergence
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Publication:623481
DOI10.1007/s11203-007-9008-xzbMath1204.62142arXiv0705.1766MaRDI QIDQ623481
Publication date: 5 February 2011
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0705.1766
Related Items
Unnamed Item, Truncated stochastic approximation with moving bounds: convergence, Rate of convergence of truncated stochastic approximation procedures with moving bounds, Asymptotic behavior of truncated stochastic approximation procedures, Recursive estimation procedures for one-dimensional parameter of statistical models associated with semimartingales, Efficient on-line estimation of autoregressive parameters
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