Recursive M-Estimators of Location and Scale for Dependent Sequences

Recursive M-estimators of location and scale may be obtained via stochastic approximation algorithms. We consider the case when the observations can be described by a strictly stationary process satisfying certain strong mixing conditions and results on strong convergence are given. The asymptotic d...

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Bibliographische Detailangaben

Hauptverfasser:	Englund, Jan-Eric, Holst, Ulla, Ruppert, David
Format:	Report
Sprache:	eng
Schlagworte:	ALGORITHMS APPROXIMATION(MATHEMATICS) ASYMPTOTIC SERIES CONVERGENCE ESTIMATES PE61102F SEQUENCES(MATHEMATICS) STATIONARY STATISTICAL DISTRIBUTIONS Statistics and Probability STOCHASTIC PROCESSES Strong convergence WUAFOSR2304A5
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