Schur recursions, error formulas, and convergence of rational estimators for stationary stochastic sequences.
Patrick M. DewildeHarry DymPublished in: IEEE Trans. Inf. Theory (1981)
Keyphrases
- stochastic approximation
- hidden markov models
- rates of convergence
- non stationary
- tree grammars
- error rate
- convergence rate
- sequential patterns
- low variance
- analytical expressions
- monte carlo
- asymptotic properties
- error analysis
- decision making
- markov processes
- mathematical formulas
- hypothesis tests
- unbiased estimator
- stochastic model
- variance reduction
- stochastic programming
- confidence intervals
- sample size
- image sequences
- knowledge base