Department of
Mathematics
Dr Teo Sharia
Lecturer in Statistics
at
Royal Holloway,
University of London.
Address:
Department of Mathematics
Royal Holloway,
Egham
Surrey TW20 0EX
UK
Tel
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
·
`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
·
`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
·
`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 , (2010) (to appear) (pdf)
· `On
parameter estimation in partially observable Markov chain models' (in
preparation)