A recursive algorithm and its convergence for parameter estimation of convolution model

DOI10.1016/S0252-9602(08)60010-7MaRDI QIDQ933085zbMATH OpenOpenAlexFDO

Authors Bijin Hu, Ming Lei, Dacheng Wang

Publication date 6 August 2008

Published in Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0252-9602(08)60010-7

zbMATH Keywords

convolution modelnorm of operatorsparameter estimationrecursive algorithm

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Estimation in survival analysis and censored data (62N02)

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• Recursive parameter estimation: convergence

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