Recursive estimation of the parameters of a nonstationary Poisson flow

MaRDI QIDQ794609zbMATH OpenFDO

Authors N. N. Nikitin, A. A. Snegovoj

Publication date 1984

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

nonstationary Poisson flowrecursive estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and prediction (62M20) Stochastic network models in operations research (90B15) Estimation and detection in stochastic control theory (93E10)

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Cited in

(9)

• Recursive least-squares parameter estimation in SISO systems via Poisson moment functionals Part 1. Open–loop systems
• Recursive parameter estimation for counting processes with linear intensity
• scientific article; zbMATH DE number 4046924 (Why is no real title available?)
• Estimating Long-Term Behavior of Flows without Trajectory Integration: The Infinitesimal Generator Approach
• scientific article; zbMATH DE number 7169375 (Why is no real title available?)
• Estimation of Parameters from Discrete Random Nonstationary Time Series
• The least squares estimate of unknown parameters in recurrent procedures describing financial flows in a bank
• Application of the method of stochastic approximation to the estimation of the parameters of a nonstationary Poisson flow
• Use of asymptotic methods in estimating the intensity trend parameters of a nonstationary recurrent flow

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