Rate of Convergence in Recursive Parameter Estimation procedures

Details Rate of Convergence in Recursive Parameter Estimation procedures Rate of Convergence in Recursive Parameter Estimation procedures

2007-05-12

arxiv.org/abs/0705.1767v1

Mathematics

Statistics Theory

21 pages

Scientific paper

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.

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