Recursive parameter estimation: asymptotic expansion

Teo Sharia ()

Annals of the Institute of Statistical Mathematics, 2010, vol. 62, issue 2, 343-362

Keywords: Recursive estimation; Estimating equations; Stochastic approximation; Exponential families of Markov processes (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s10463-008-0179-z

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