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Online Tracking of a Predictable Drifting Parameter of a Time Series - MaRDI portal

Online Tracking of a Predictable Drifting Parameter of a Time Series

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Publication:6242366

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DOI10.3103/S1066530715040018zbMath1332.62273arXiv1306.0325MaRDI QIDQ6242366

Eduard Belitser, Paulo Serra

Publication date: 3 June 2013

Mathematics Subject Classification ID

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

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