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Convergence of a recursive robust algorithm with strongly regular observations

. Stochastic Processes and their Applications, 16 (3): 305--320 (March 1984)

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Recursive estimators for stationary, strong mixing processes--a representation theorem and asymptotic distributions, , and . Stochastic Processes and their Applications, 31 (2): 203--222 (April 1989)Recursive estimation in mixture models with Markov regime., and . IEEE Trans. Inf. Theory, 37 (6): 1683-1690 (1991)Convergence of a recursive robust algorithm with strongly regular observations. Stochastic Processes and their Applications, 16 (3): 305--320 (March 1984)Methods for recursive robust estimation of AR parameters, , , , and . Computational Statistics & Data Analysis, 17 (5): 509--536 (June 1994)