| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 8900438 | Transactions of A. Razmadze Mathematical Institute | 2017 | 19 Pages |
Abstract
The recursive estimation problem of a one-dimensional parameter for statistical models associated with semimartingales is considered. The asymptotic properties of recursive estimators are derived, based on the results on the asymptotic behavior of a Robbins-Monro type SDE. Various special cases are considered.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Nanuli Lazrieva, Temur Toronjadze,