Asymptotic normality of M-estimates

zbMath0684.93074MaRDI QIDQ1825844

Alexandre B. Tsybakov, V. F. Onishchenko

Publication date: 1987

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

robustnessasymptotic normalityasymptotic efficiencywhitened M-estimates

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

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