On the Averaged Stochastic Approximation for Linear Regression (Q4874940)
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scientific article; zbMATH DE number 871586
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| English | On the Averaged Stochastic Approximation for Linear Regression |
scientific article; zbMATH DE number 871586 |
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On the Averaged Stochastic Approximation for Linear Regression (English)
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11 June 1996
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adaptive filtering
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mixing
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average of stochastic approximation
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constant gain
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ergodic observations
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almost sure convergence
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asymptotic normality
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martingale case
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asymptotic covariance matrix
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0.90969497
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0.90674675
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0.8953463
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0.89415026
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0.89341575
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