Rate of Convergence in Recursive Parameter Estimation procedures

MaRDI QIDQ5454884zbMATH OpenFDO

Authors Teo Sharia

Publication date 3 April 2008

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

zbMATH Keywords

estimating equationsexponential family of Markov processesrecursive estimation

Mathematics Subject Classification ID

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

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.

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