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math.ST2007
Recursive Parameter Estimation: Asymptotic expansion
Teo Sharia
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…
math.ST2007
Rate of Convergence in Recursive Parameter Estimation procedures
Teo Sharia
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 converg…
math.ST2007
Recursive Parameter Estimation: Convergence
Teo Sharia
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…