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Convergence of a recursive stochastic algorithm with m-dependent observations

Holst, Ulla LU (1980) In Scandinavian Journal of Statistics 7(4). p.207-215
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Contribution to journal
publication status
published
subject
keywords
robust estimation, Convergence of recursive stochastic algorithms, stochastic approximation, martingale theory
in
Scandinavian Journal of Statistics
volume
7
issue
4
pages
207 - 215
publisher
Wiley-Blackwell
ISSN
1467-9469
language
English
LU publication?
yes
id
e19e4fec-250d-44e0-8cb6-3accd6d19880 (old id 1244978)
date added to LUP
2016-04-04 11:23:02
date last changed
2018-11-21 21:04:30
@article{e19e4fec-250d-44e0-8cb6-3accd6d19880,
  author       = {{Holst, Ulla}},
  issn         = {{1467-9469}},
  keywords     = {{robust estimation; Convergence of recursive stochastic algorithms; stochastic approximation; martingale theory}},
  language     = {{eng}},
  number       = {{4}},
  pages        = {{207--215}},
  publisher    = {{Wiley-Blackwell}},
  series       = {{Scandinavian Journal of Statistics}},
  title        = {{Convergence of a recursive stochastic algorithm with m-dependent observations}},
  volume       = {{7}},
  year         = {{1980}},
}