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Constrained Stochastic Estimation Algorithms for a Class of Hybrid Stock Market Models

✍ Scribed by G. Yin; Q. Zhang; K. Yin

Book ID
111545291
Publisher
Springer
Year
2003
Tongue
English
Weight
285 KB
Volume
118
Category
Article
ISSN
0022-3239

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✍ Hong-Zhi An; Fred J Hickernell; Li-Xing Zhu πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 349 KB

In this paper we propose a new approach for estimating the unknown parameter in the stochastic linear regressive model with stationary ergodic sequence of covariates. Under mild conditions on the joint distribution of the covariate and the error, the estimator constructed is shown to be strongly con