Recursive Parameter Estimation: Asymptotic expansion

Details Recursive Parameter Estimation: Asymptotic expansion Recursive Parameter Estimation: Asymptotic expansion

2007-05-12

arxiv.org/abs/0705.1783v1

Mathematics

Statistics Theory

30 pages with 1 postscript figure

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. The model considered in the paper is very general as we do not impose any preliminary restrictions on the probabilistic nature of the observation process and cover a wide class of nonlinear recursive procedures. In this paper we study asymptotic behaviour of the recursive estimators. The results of the paper can be used to determine the form of a recursive procedure which is expected to have the same asymptotic properties as the corresponding non-recursive one defined as a solution of the corresponding estimating equation.

Affiliated with

Also associated with

No associations

Rating

Recursive Parameter Estimation: Asymptotic expansion does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Recursive Parameter Estimation: Asymptotic expansion, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Recursive Parameter Estimation: Asymptotic expansion will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-620904