Recursive Estimation of a Vector Parameter under Bahadur Risk

DOI10.1137/S0040585X97978518zbMATH Open0990.62072MaRDI QIDQ4328505

Andrew L. Rukhin, Alexander Korostelev

Publication date: 25 April 2002

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

Markov processesrecursive estimationBahadur risk

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Statistical decision theory (62C99) Stochastic approximation (62L20) Large deviations (60F10)

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