Recursive parameter estimation: convergence

DOI10.1007/S11203-007-9008-XzbMath1204.62142arXiv0705.1766OpenAlexW1997987028MaRDI QIDQ623481

Teo Sharia

Publication date: 5 February 2011

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0705.1766

zbMATH Keywords

estimating equationsrecursive estimation

Mathematics Subject Classification ID

Stochastic approximation (62L20) Sequential estimation (62L12)

Related Items (6)

Asymptotic behavior of truncated stochastic approximation procedures ⋮ Truncated stochastic approximation with moving bounds: convergence ⋮ Unnamed Item ⋮ Efficient on-line estimation of autoregressive parameters ⋮ Rate of convergence of truncated stochastic approximation procedures with moving bounds ⋮ Recursive estimation procedures for one-dimensional parameter of statistical models associated with semimartingales

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• Robust Statistics

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