Strong consistency in stochastic regression models via posterior covariance matrices (Q4364941): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1093/biomet/84.3.744 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2069694591 / rank | |||
Normal rank | |||
Latest revision as of 19:38, 19 March 2024
scientific article; zbMATH DE number 1088785
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong consistency in stochastic regression models via posterior covariance matrices |
scientific article; zbMATH DE number 1088785 |
Statements
Strong consistency in stochastic regression models via posterior covariance matrices (English)
0 references
18 November 1997
0 references
dynamic model
0 references
stochastic approximation
0 references
stochastic regressor
0 references
martingale difference sequence
0 references
adaptive control
0 references
