Rate of Convergence in Recursive Parameter Estimation procedures
Statistics Theory
2007-05-23 v1 Statistics Theory
Abstract
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. We study rate of convergence of recursive estimation procedures for the general statistical model.
Cite
@article{arxiv.0705.1767,
title = {Rate of Convergence in Recursive Parameter Estimation procedures},
author = {Teo Sharia},
journal= {arXiv preprint arXiv:0705.1767},
year = {2007}
}