Recursive parameter estimation: asymptotic expansion
نویسندگان
چکیده
منابع مشابه
Recursive Parameter Estimation: Asymptotic expansion
This paper is concerned with the asymptotic behaviour of estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. The results of the paper can be used to determine the form of the recursive procedure which is expected to have the same asymptotic properties as the corresponding nonrecursive one defined as a so...
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ژورنال
عنوان ژورنال: Annals of the Institute of Statistical Mathematics
سال: 2008
ISSN: 0020-3157,1572-9052
DOI: 10.1007/s10463-008-0179-z