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Semimartingale Stochastic Approximation Procedures and Recursive Estimation
N. Lazrieva, T. Sharia, T. Toronjadze
The semimartingale stochastic approximation procedure, namely, the Robbins-Monro type SDE is introduced which naturally includes both generalized stochastic approximation algorithm…
Recursive Parameter Estimation: Asymptotic expansion
Teo Sharia
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. The model considered in…
Rate of Convergence in Recursive Parameter Estimation procedures
Teo Sharia
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. We study rate of converg…
Recursive Parameter Estimation: Convergence
Teo Sharia
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. We propose a wide class…