Recursive versions Of the algorithm by krasker and welsch (Q3988009)
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scientific article; zbMATH DE number 31974
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| English | Recursive versions Of the algorithm by krasker and welsch |
scientific article; zbMATH DE number 31974 |
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Recursive versions Of the algorithm by krasker and welsch (English)
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28 June 1992
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adaptive stochastic approximation
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\(GM\)-estimators
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robust estimation
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linear model
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recursive algorithms
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symmetry properties
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estimation of \(AR\)-parameters
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simulations
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0.8395231366157532
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0.8049365878105164
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