Stochastic approximation for semimartingale error

MaRDI QIDQ1815820zbMATH OpenFDO

Authors Jérôme Poix

Publication date 23 April 1997

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityaveraging in continuous timemultidimensional processsemimartingalestrong consistency

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Stochastic approximation (62L20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• scientific article; zbMATH DE number 4169901
• Semimartingale stochastic approximation procedure and recursive estimation
• Consistent statistical estimation in semimartingale models of stochastic approximation
• scientific article; zbMATH DE number 4036974
• scientific article; zbMATH DE number 4083367
• scientific article; zbMATH DE number 3963027
• Stochastic approximation

Cited in

(4)

• Stochastic approximation for local martingale error and random gain process.
• On stochastic approximation procedures with averaging
• scientific article; zbMATH DE number 3874443 (Why is no real title available?)
• scientific article; zbMATH DE number 4169901 (Why is no real title available?)

This page was built for publication: Stochastic approximation for semimartingale error

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1815820)