Convergence of a recursive robust algorithm with strongly regular observations

DOI10.1016/0304-4149(84)90027-9zbMath0524.62081OpenAlexW1988568785MaRDI QIDQ584871

Ulla Holst

Publication date: 1984

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(84)90027-9

zbMATH Keywords

strong regularitystationary processalmost sure convergenceadaptive estimatorsminimal asymptotic variance estimatorsrecursive robust estimation algorithms

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Stochastic approximation (62L20)

Related Items

Recursive M-estimators of location ⋮ Recursive estimation of quantitles using recursive kernel density estimators

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