Recursive estimation procedures for one-dimensional parameter of statistical models associated with semimartingales
type: Item
instance of: scholarly article
title: Recursive estimation procedures for one-dimensional parameter of statistical models associated with semimartingales
zbMATH Open document ID: 1432.62277
author: N. Lazrieva
author: T. Toronjadze
published in: Transactions of A. Razmadze Mathematical Institute
publication date: 2019-11-27T00:00:00Z
Mathematics Subject Classification ID: 62L20
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 7137779
zbMATH Keywords: stochastic approximation
zbMATH Keywords: Robbins-Monro type SDE
zbMATH Keywords: semimartingale statistical models
zbMATH Keywords: recursive estimation
zbMATH Keywords: asymptotic properties
MaRDI profile type: Publication
full work available at URL: j.trmi.2016.12.001
OpenAlex ID: W2566572341
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DOI: 10.1016/J.TRMI.2016.12.001
description: scientific article; zbMATH DE number 7137779