Averaging for estimating covariances in stochastic approximation (Q1894109)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Averaging for estimating covariances in stochastic approximation |
scientific article |
Statements
Averaging for estimating covariances in stochastic approximation (English)
0 references
29 November 1995
0 references
multidimensional linear stochastic approximation procedures
0 references
Gaussian martingales
0 references
strongly consistent procedure
0 references
estimating covariances
0 references
