Sequential estimation of parameters of discrete processes

MaRDI QIDQ1134721zbMATH OpenFDO

Authors V. Z. Borisov, Victor Konev

Publication date 1977

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

zbMATH Keywords

discrete systemsmethod of least squaressequential estimation

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10)

Cited in

(9)

• A sequential method of estimating parameters of random fields
• Fixed precision estimator of the offspring mean in branching processes
• On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
• Confidence estimation of autoregressive parameters based on noisy data
• Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises
• On sequential estimation of the parameters of continuous-time trigonometric regression
• On one property of martingales with conditionally Gaussian increments and its application in the theory of nonasymptotic inference
• On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises
• Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions

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