Work

Recursive Parameter Estimation: Convergence

Year: 2007
Type: preprint
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.
Author: Sharia, Teo
Language: English
Open Access status: green
OpenAlex ID: W2949406115
Cites:
Cited by:
Related to: 20