On the Averaged Stochastic Approximation for Linear Regression (Q4874940): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/s0363012992226661 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2005824555 / rank | |||
Normal rank | |||
Latest revision as of 08:32, 30 July 2024
scientific article; zbMATH DE number 871586
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Averaged Stochastic Approximation for Linear Regression |
scientific article; zbMATH DE number 871586 |
Statements
On the Averaged Stochastic Approximation for Linear Regression (English)
0 references
11 June 1996
0 references
adaptive filtering
0 references
mixing
0 references
average of stochastic approximation
0 references
constant gain
0 references
ergodic observations
0 references
almost sure convergence
0 references
asymptotic normality
0 references
martingale case
0 references
asymptotic covariance matrix
0 references
