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Estimating a nonlinear regression parameter by stochastic approximation

โœ Scribed by P. S. Knopov

Publisher
Springer US
Year
1976
Tongue
English
Weight
161 KB
Volume
11
Category
Article
ISSN
1573-8337

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๐Ÿ“œ SIMILAR VOLUMES

Strong consistency of Bayes estimates in
Strong consistency of Bayes estimates in nonlinear stochastic regression models
โœ Inchi Hu ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 379 KB

A broad range of nonlinear (linear) time series and stochastic processes can be described by the stochastic regression model y. = r.(O)+ e., where {en} are independent random disturbances and r. is a random function of an unknown parameter 0 measurable with respect to the a-field ~r(yl ..... y.-l).