It is proved that the sequence of recursive estimators generated by Ljung’s scheme combined with a suitable restarting mechanism converges under certain conditions with rate OM (n^ - 1 / 2 ), where the rate is measured by the Lq-norm of the estimation error for any 1 ≤ q < ∞.
No takes yet. Share an insight, caveat, or question.
László Gerencsér (1992) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: