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Recursive estimators for stationary, strong mixing processes—a representation theorem and asymptotic distributions

  • Published:1989-04 Issue:2 Volume:31 Page:203-222
  • ISSN:0304-4149
  • Container-title:Stochastic Processes and their Applications
  • language:en
  • Short-container-title:Stochastic Processes and their Applications

Author:

Englund Jan-Eric,Holst Ulla,Ruppert David

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference14 articles.

1. Recursive M-estimators of location and scale for dependent sequences;Englund;Scand. J. Statist.,1988

2. On asymptotically efficient recursive estimation;Fabian;Ann. Statist.,1978

3. Introduction to Probability and Mathematical Statistics;Fabian,1985

4. On the strong mixing property for linear sequences;Gorodetskii;Theory probab. Appl.,1977

5. Robust Statistics;Hampel,1986

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1. Rate of convergence of truncated stochastic approximation procedures with moving bounds;Mathematical Methods of Statistics;2016-10

2. Truncated stochastic approximation with moving bounds: convergence;Statistical Inference for Stochastic Processes;2014-03-07

3. Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models;Journal of Systems Science and Complexity;2013-08

4. Efficient on-line estimation of autoregressive parameters;Mathematical Methods of Statistics;2010-06

5. Recursive parameter estimation: convergence;Statistical Inference for Stochastic Processes;2007-05-11
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