Rate of Convergence in Recursive Parameter Estimation procedures

zbMath1134.62358arXiv0705.1767MaRDI QIDQ5454884

Teo Sharia

Publication date: 3 April 2008

Full work available at URL: https://arxiv.org/abs/0705.1767

zbMATH Keywords

estimating equationsrecursive estimationexponential family of Markov processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Sequential estimation (62L12)

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Truncated stochastic approximation with moving bounds: convergence ⋮ Recursive parameter estimation: convergence ⋮ Recursive parameter estimation: asymptotic expansion ⋮ Efficient on-line estimation of autoregressive parameters ⋮ Rate of convergence of truncated stochastic approximation procedures with moving bounds ⋮ Sequential Optimal Design of Neurophysiology Experiments

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