scientific article; zbMATH DE number 1210653

zbMath0907.62028MaRDI QIDQ4213631

No author found.

Publication date: 13 October 1998

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

martingalesconditional densityrecursive estimationtruncations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Stochastic approximation (62L20)

Related Items (6)

Asymptotic behavior of truncated stochastic approximation procedures ⋮ Truncated stochastic approximation with moving bounds: convergence ⋮ Recursive parameter estimation: convergence ⋮ Efficient on-line estimation of autoregressive parameters ⋮ Markovian stochastic approximation with expanding projections ⋮ Rate of convergence of truncated stochastic approximation procedures with moving bounds

This page was built for publication: