Application of the method of stochastic approximation to the estimation of the parameters of a nonstationary Poisson flow
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We consider the problem of constructing a recursive algorithm for estimating the parameters which appear linearly in the intensiveness of a nonstationary Poisson flow. The problem is solved on the basis of the method of stochastic approximation. Necessary conditions are found for convergence and various versions of the procedure are given. A numerical example is given.
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