An on-line parameter estimation algorithm for counting process observations (Corresp.)

DOI10.1109/TIT.1986.1057143zbMath0585.62149OpenAlexW2033788287MaRDI QIDQ3709706

Peter Spreij

Publication date: 1986

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1986.1057143

zbMATH Keywords

convergencestochastic approximationcounting process observationson-line parameter estimation algorithm

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

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