CONSISTENT STATISTICAL ESTIMATION IN SEMIMARTINGALE MODELS OF STOCHASTIC-APPROXIMATION

被引：2

|

作者：

MELNIKOV, AV ^{[1
]}

RODKINA, AE ^{[1
]}

机构：

[1] VA STEKLOV MATH INST,MOSCOW 117966,USSR

来源：

ANNALES ACADEMIAE SCIENTIARUM FENNICAE-MATHEMATICA | 1992年 / 17卷 / 01期

关键词：

D O I：

10.5186/aasfm.1992.1711

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

引用

下载

收藏

页码：85 / 91

页数：7

相关论文

共 50 条

[21] A STATIONARY STOCHASTIC-APPROXIMATION METHOD
LIDDLE, RF
MONAHAN, JF
JOURNAL OF ECONOMETRICS, 1988, 38 (1-2) : 91 - 102
[22] STOCHASTIC-APPROXIMATION WITH DELAYED OBSERVATIONS
DUPAC, V
HERKENRATH, U
BIOMETRIKA, 1985, 72 (03) : 683 - 685
[23] ACCELERATION OF STOCHASTIC-APPROXIMATION BY AVERAGING
POLYAK, BT
JUDITSKY, AB
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1992, 30 (04) : 838 - 855
[24] A DYNAMIC STOCHASTIC-APPROXIMATION METHOD
DUPAC, V
ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (06): : 1695 - 1702
[25] ON A CLASS OF STOCHASTIC-APPROXIMATION PROCESSES
BURKHOLDER, DL
ANNALS OF MATHEMATICAL STATISTICS, 1956, 27 (04): : 1044 - 1059
[26] A GLOBALLY CONVERGENT STOCHASTIC-APPROXIMATION
YAKOWITZ, S
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1993, 31 (01) : 30 - 40
[27] MULTIVARIATE ADAPTIVE STOCHASTIC-APPROXIMATION
WEI, CZ
ANNALS OF STATISTICS, 1987, 15 (03): : 1115 - 1130
[28] ON DVORETZKYS STOCHASTIC-APPROXIMATION THEOREM
DERMAN, C
SACKS, J
ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (02): : 601 - 606
[29] STOCHASTIC-APPROXIMATION IN DIFFERENTIAL GAMES
KRIAZHIMSKII, AV
DOKLADY AKADEMII NAUK SSSR, 1978, 241 (05): : 1020 - 1023
[30] ON SAMPLING CONTROLLED STOCHASTIC-APPROXIMATION
DUPUIS, P
SIMHA, R
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1991, 36 (08) : 915 - 924

← 1 2 3 4 5 →