In this note the author tried to give a general definition of the recursivity of estimation functions. Starting from a special structure of estimations there are recursive forms for the parameter estimations in linear regression models and in linear difference equation models given. The well-known formulas for the recursive form of LSE and the GLSE with block diagonal covariance structure become special cases of the general recursive forms in this note. As a generalisation of the formulas by T. O. LEWIN and P. L. ODELL a recursive form of the GLSE in the linear difference equation model with a disturbance, defined by an autoregressive process of p-th order is given.