We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete-time state-space Markov model. The algorithm employs two layers of ...

Abstract. In this work, we discuss various kinds of ℐ₂-uniform convergence for double sequences of functions and introduce the concepts of ℐ₂ and ℐ 2 ∗ -uniform convergence, ℐ₂-uniformly Cauchy ...