On fixed gain recursive estimators with discontinuity in the parameters

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Citation information

On fixed gain recursive estimators with discontinuity in the parameters.

Chau, H. N., Kumar, C., Rásonyi, M. & Sabanis, S. In : ESAIM: Probability and Statistics.  2019 ; Vol. 23. pp. 217-244

Turing affiliated authors

Research areas

Numerical (Algorithms) Estimation theory Probability Asymptotic (Statistical methods & theory) Stochastic optimisation Stochastic (Mathematical modelling) Machine learning

Links

https://doi.org/10.1051/ps/2018019 https://arxiv.org/abs/1609.05166