Recursive parameter estimation in the trend coefficient of a diffusion process
type: Item
instance of: scholarly article
title: Recursive parameter estimation in the trend coefficient of a diffusion process
zbMATH Open document ID: 1203.62140
DOI: 10.1515/GMJ.2010.037
author: N. Lazrieva
author: Teimuraz Toronjadze
published in: gmj
publication date: 2011-01-13T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 5836173
zbMATH Keywords: diffusion
zbMATH Keywords: recursive parameter estimation
zbMATH Keywords: stochastic approximation
zbMATH Keywords: Robbins-Monro type SDE
MaRDI profile type: Publication
full work available at URL: gmj.2010.037
OpenAlex ID: W3134087445
description: scientific article