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Asymptotic properties of dynamic stochastic parameter estimates

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Authors and Affiliations

  1. Northwestern University, USA

    Bernt P. Stigum

  2. The University of Wisconsin-Madison, Madison, USA

    Bernt P. Stigum

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  1. Bernt P. Stigum
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Additional information

Sponsored by the United States Army under Contract No. DA-31-124-ARO-D-462.

This paper was written while the author was visiting professor at the Mathematics Research Center, The University of Wisconsin-Madison, June–September, 1972. Thanks are due to Professors H. F. Karreman and R. B. Miller for constructive criticism of an earlier version of the paper, and to Professor J. M. Yohe and other members of the MRC for helpful discussions. Thanks are also due to Professor E. J. Hannan where helpful comments enabled us to do without certain fourth-moment assumptions which we made in the original version of the paper.

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Stigum, B.P. Asymptotic properties of dynamic stochastic parameter estimates. Ann Inst Stat Math 28, 49–75 (1976). https://doi.org/10.1007/BF02504730

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  • DOI: https://doi.org/10.1007/BF02504730

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