Rate of Convergence in Recursive Parameter Estimation procedures

zbMATH Open1134.62358arXiv0705.1767MaRDI QIDQ5454884FDOQ5454884

Authors: Teo Sharia 

Publication date: 3 April 2008

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 study rate of convergence of recursive estimation procedures for the general statistical model.

Full work available at URL: https://arxiv.org/abs/0705.1767

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zbMATH Keywords

estimating equationsrecursive estimationexponential family of Markov processes

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Sequential estimation (62L12)

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