A property of distributions of a class of recursively defined stochastic processes

zbMath0599.62101MaRDI QIDQ1080599

M. B. Nevel'son

Publication date: 1984

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

recursive estimationasymptotical normalityconvergence of absolute momentsrecursively defined stochastic processes

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09) Sequential statistical design (62L05)

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