Recursive parameter estimation: convergence
نویسندگان
چکیده
منابع مشابه
Rate of Convergence in Recursive Parameter Estimation Procedures
This paper is concerned with the rate of convergence of recursive estimation procedures for parameters of discrete time stochastic processes. Applications to estimation of parameters in several models are presented to illustrate the theory. 2000 Mathematics Subject Classification: 62L12, 62L20, 62F10, 62F12, 62F35, 62M99.
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ژورنال
عنوان ژورنال: Statistical Inference for Stochastic Processes
سال: 2007
ISSN: 1387-0874,1572-9311
DOI: 10.1007/s11203-007-9008-x