  We consider estimation procedures which are recursive in the sense that each
successive estimator is obtained from the previous one by a simple adjustment.
The model considered in the paper is very general as we do not impose any
preliminary restrictions on the probabilistic nature of the observation process
and cover a wide class of nonlinear recursive procedures. In this paper we
study asymptotic behaviour of the recursive estimators. The results of the
paper can be used to determine the form of a recursive procedure which is
expected to have the same asymptotic properties as the corresponding
non-recursive one defined as a solution of the corresponding estimating
equation.
