Convergence analysis of parametric identification methods for jump processes

DOI10.1080/03610929108830600zbMath0900.62456OpenAlexW2025018633MaRDI QIDQ3135311

A. Thavaneswarn, Nasser Ordoukhani

Publication date: 17 October 1993

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929108830600

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09)

Cites Work

• A Bayesian nonparametric approach to reliability
• MODEL REFERENCE ADAPTIVE SYSTEM ESTIMATES FOR COUNTING PROCESSES
• Recursive parameter estimation for semimartingales
• Estimation of a Parameter of a Diffusion Process
• Stochastic continuous-time model reference adaptive systems with decreasing gain
• Robust MR AS-type algorithm for system identification

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