Asymptotic expansions for the stochastic approximation averaging procedure in continuous time

DOI10.1023/A:1009984032554zbMATH Open0980.62070OpenAlexW1494169891MaRDI QIDQ1962692

Serguei Pergamenchtchikov

Publication date: 6 March 2002

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009984032554

zbMATH Keywords

asymptotic normalityasymptotic biasasymptotic expansionsasymptotically efficient estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) General nonlinear regression (62J02) Stochastic approximation (62L20)

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