Recursive estimation procedures for one-dimensional parameter of statistical models associated with semimartingales

DOI10.1016/J.TRMI.2016.12.001zbMath1432.62277OpenAlexW2566572341MaRDI QIDQ2010658

Nanuli Lazrieva, Temur Toronjadze

Publication date: 27 November 2019

Published in: Transactions of A. Razmadze Mathematical Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.trmi.2016.12.001

zbMATH Keywords

asymptotic propertiesstochastic approximationrecursive estimationRobbins-Monro type SDEsemimartingale statistical models

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Stochastic approximation (62L20) Martingales with continuous parameter (60G44)

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