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A new graphical tool of outliers detection in regression models based on recursive estimation
outliers graphical tool multiple regression recursive estimation recursive resiudals
2010/4/30
We present in this paper a new tool for outliers detection in the context of multiple regression models. This graphical tool is
based on recursive estimation of the parameters. Simulations were carri...
Semimartingale Stochastic Approximation Procedures and Recursive Estimation
Stochastic approximation Robbins–Monro type SDE semimartingale convergence sets “standard” and “nonstandard” representations
2010/4/29
The semimartingale stochastic approximation procedure, namely,
the Robbins–Monro type SDE is introduced which naturally includes
both generalized stochastic approximation algorithms with martingale ...
Recursive estimation of possibly misspecified MA(1) models：Convergence of a general algorithm
time series Robbins-Monro PLR AML RML1 RML2 misspecified models
2010/4/27
We introduce a recursive algorithm of conveniently general form
for estimating the coefficient of a moving average model of order one and
obtain convergence results for both correct and misspecified...