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The traditional distinction between a
‘product’ and a ‘service’ has been the ability
to use finished goods inventory to
‘decouple’ production operations/systems
from the customer or user (includin...
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...
On rates of convergence for posterior distributions under misspecification
α-covering Bayesian nonparametrics Prior misspecification
2010/4/26
We extend the approach of Walker (2003, 2004) to the case of misspecified models.
A sufficient condition for establishing rates of convergence is given based on a key
identity involving martingales,...