scientific article; zbMATH DE number 976356

zbMath0868.62069MaRDI QIDQ4331760

Marie Duflo

Publication date: 5 February 1997

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

identificationcontrollabilityrate of convergencetrackingstabilizationmartingalesbibliographyconvergence in distributioncausalityautoregressive modelsexcitationstochastic algorithmsregressionexamplesARMALyapunov function methoddiscrete-time modelsMarkov chain modelsrecursive methodsinfinite-horizon controlRobbins-Monro algorithmcontrolled Markov chainssequential statisticsrecurrence of Markov chains

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic systems and control (93E99) Sequential statistical methods (62L99) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Stochastic approximation (62L20) Probabilistic methods, stochastic differential equations (65C99) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)

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