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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 estim...
Rate of Convergence in Recursive Parameter Estimation procedures
recursive estimation estimating equations stochastic approximation
2010/4/29
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 ...
Recursive Parameter Estimation:Asymptotic expansion
recursive estimation estimating equations stochasticapproximation.
2010/4/29
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...