Recursive parameter estimation: convergence

DOI10.1007/s11203-007-9008-xzbMath1204.62142arXiv0705.1766MaRDI QIDQ623481

Teo Sharia

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

zbMATH Keywords

estimating equations; recursive estimation

Mathematics Subject Classification ID

62L20: Stochastic approximation

62L12: Sequential estimation

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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