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Publication:3704776
zbMath0582.62081MaRDI QIDQ3704776
Yakov Z. Tsypkin, Boris T. Polyak
Publication date: 1983
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic approximationmaximum likelihoodleast squaresincomplete informationoptimal estimatesestimating autoregression coefficientsnonlinear transformation of the residualsrecurrent estimates
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
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