Application of the method of stochastic approximation to the estimation of the parameters of a nonstationary Poisson flow

zbMATH Open0551.93060MaRDI QIDQ800876FDOQ800876

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

Publication date: 1984

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

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zbMATH Keywords

parameter estimationconvergencerecursive algorithmnonstationary Poisson flow

Mathematics Subject Classification ID

Sequential estimation (62L12) Stochastic approximation (62L20) Estimation and detection in stochastic control theory (93E10)

Cited In (8)

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• Asymptotic properties of estimates of trend parameters in measurements at random times
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• The least squares estimate of unknown parameters in recurrent procedures describing financial flows in a bank
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• Use of asymptotic methods in estimating the intensity trend parameters of a nonstationary recurrent flow
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