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arXiv:0705.1767 [math.ST]AbstractReferencesReviewsResources

Rate of Convergence in Recursive Parameter Estimation procedures

Teo Sharia

Published 2007-05-12Version 1

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.

Comments: 21 pages
Categories: math.ST, stat.TH
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