Recursive Parameter Estimation: Convergence
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 propose a wide class of recursive estimation procedures for the general statistical model and study convergence.
Cite
@article{arxiv.0705.1766,
title = {Recursive Parameter Estimation: Convergence},
author = {Teo Sharia},
journal= {arXiv preprint arXiv:0705.1766},
year = {2007}
}