Convergence of a recursive robust algorithm with strongly regular observations

DOI10.1016/0304-4149(84)90027-9zbMATH Open0524.62081OpenAlexW1988568785MaRDI QIDQ584871FDOQ584871

Authors 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

almost sure convergencestationary processstrong regularityadaptive estimatorsminimal asymptotic variance estimatorsrecursive robust estimation algorithms

Mathematics Subject Classification ID

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

Cites work

• scientific article; zbMATH DE number 3713038 (Why is no real title available?)
• scientific article; zbMATH DE number 3502497 (Why is no real title available?)
• Almost sure approximations to the Robbins-Monro and Kiefer-Wolfowitz processes with dependent noise
• An Extension of the Robbins-Monro Procedure
• Analysis of stochastic approximation schemes with discontinuous and dependent forcing terms with applications to data communication algorithms
• Approximation Methods which Converge with Probability one
• Recursive computation of M-estimates for the parameters of a finite autoregressive process
• Robust Estimation of a Location Parameter
• Robust estimation via stochastic approximation
• Robust identification
• Some Limit Theorems for Random Functions. I
• Some Limit Theorems for Random Functions. II
• The asymptotic distribution theory of the empiric cdf for mixing stochastic processes

Cited in

(2)

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

This page was built for publication: Convergence of a recursive robust algorithm with strongly regular observations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q584871)