搜索结果: 1-3 共查到“管理学 Asymptotic Expansion”相关记录3条 . 查询时间(0.068 秒)
Asymptotic Expansion Under Degeneracy
asymptotic expansion diffusion functional M-estimator mixing process
2009/3/10
We will consider a stochastic expansion described by random variables whose covariance matrix is asymptotically degenerate. Though the conventional approach with Bhattacharya-Ghosh's transform require...
Asymptotic Expansion for Stochastic Processes：an Overview and Examples
Asymptotic expansions ε-Markov process Malliavin calculus
2009/3/5
The asymptotic expansion method for ε-Markov processes with a mixing property is briefly reviewed. It is illustrated by a point process marked by a diffusion process. As a typical application, the exp...
Recursive Parameter Estimation：Asymptotic expansion
recursive estimation estimating equations stochasticapproximation.
2010/4/29
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 the paper is
very...