A stochastic approximation from dependent observations

DOI10.1007/BF00538802MaRDI QIDQ3949838zbMATH OpenFDO

Authors Masafumi Watanabe

Publication date 1983

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00538802

zbMATH Keywords

2r-th mean convergencealmost sure convergenceboundedness conditionmeasurement errorsmixing type conditionmultidimensional Robbins- Monro procedurerate of convergencestability condition

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Cites work

• A Stochastic Approximation Procedure in the Case of Weakly Dependent Observations
• scientific article; zbMATH DE number 3646179 (Why is no real title available?)
• scientific article; zbMATH DE number 3530849 (Why is no real title available?)
• scientific article; zbMATH DE number 3309776 (Why is no real title available?)
• Stochastic approximation from ergodic sample for linear regression
• Stochastic approximation methods for constrained and unconstrained systems

Cited in

(1)

• Asymptotic behaviour of a class of stochastic approximation procedures

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