• Address
• Main research interests
• Selected publications
• Mathematics home page
• Personal

Address:

Department of Mathematics
Royal Holloway, University of London
Egham
Surrey TW20 0EX
UK
Tel 01784 414331
Email t.sharia@rhul.ac.uk

Main research interests:

Asymptotic theory of parametric estimation, recursive methods and stochastic approximation.

Selected publications:

(For a hard copy of any of these publications, just email me)

·       'The Robbins-Monro type stochastic differential equations. I. Convergence of solutions', Stochastics and Stochastic Reports, 61 (1997), 67-87 (with N. Lazrieva and T. Toronjadze).

·       'Truncated recursive estimation procedures', Proc. A. Razmadze Math. Inst. 115 (1997), 149-159.

·       'On the recursive parameter estimation for the general discrete time statistical model', Stochastic Processes Appl. 73 (1998), 2, 151-172.

·       'The Robbins-Monro type stochastic differential equations. II. Asymptotic expansion',Stochastics and Stochastics Reports, 75 (2003), 2, 153-180 (with N. Lazrieva and T. Toronjadze).

·       'Rate of convergence in recursive parameter estimation procedures' Georgian Mathematical Journal, 14 (2007), 761-776.

·       'Parameter Estimation Procedures in Time Series Models', Inference and Estimation in Probabilistic Time-Series Models , Isaac Newton Institute for Mathematical Sciences, Cambridge UK (2008), 57-66.

·       'Semimartingale Stochastic Approximation Procedures', Journal of Mathematical Sciences, 153 (2008), 3, pp. 211 -- 261 (with N. Lazrieva and T. Toronjadze). (pdf).

·       'Recursive parameter estimation: Convergence' Statistical Inference for Stochastic Processes, 11 (2008), 2, 157 - 175.

·       'Recursive parameter estimation: Asymptotic expansion', Annals of the Institute of Statistical Mathematics, 62 (2010), 2, 343-236. (pdf).

·       'New Efficient Estimation Procedures in Autoregressive Time Series Models', Mathematical Methods of Statistics , 19 (2010) , 2, 163-186. (pdf).

·       'Truncated Stochastic Approximation with Moving Bounds: Convergence' (2014), Statistical Inference for Stochastic Processes, {\bf 17} (2014), 2, 163-179.

·       'Asymptotic Behaviour of Truncated Stochastic Approximation procedures with Moving Bounds' (with Lei Zhong). (2014) (pdf)

·       'Asymptotically optimal adaptive estimation in regression models' (with B.T. Polyak) (in preparation).