Stochastic approximation for semimartingale error

zbMATH Open0860.62064MaRDI QIDQ1815820

J. Poix

Publication date: 23 April 1997

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

zbMATH Keywords

asymptotic normalitystrong consistencysemimartingalemultidimensional processaveraging in continuous time

Mathematics Subject Classification ID

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

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