Recursive Parameter Estimation: Convergence

2007/05/12 by Teo Sharia, Sharia, Teo
Mathematics · #FOS: Mathematics #Statistics Theory (math.ST) #math.ST #stat.TH

paper · pdf · doi:10.48550/arxiv.0705.1766

25 pages with 1 postscript figure

arxiv created 2007/05/12 · arxiv updated 2009/12/01

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.

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