Convergence of a recursive stochastic algorithm with m-dependent observations
Author
Department/s
Publishing year
1980
Language
English
Pages
207-215
Publication/Series
Scandinavian Journal of Statistics
Volume
7
Issue
4
Document type
Journal article
Publisher
Wiley-Blackwell
Topic
- Probability Theory and Statistics
Keywords
- robust estimation
- Convergence of recursive stochastic algorithms
- stochastic approximation
- martingale theory
Status
Published
ISBN/ISSN/Other
- ISSN: 1467-9469