Method of averaging along trajectories in passive stochastic approximation (linear algorithm)

zbMath0803.62075MaRDI QIDQ1337933

P. S. Shcherbakov, Alexander Nazin

Publication date: 5 December 1994

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityoptimalityrecursive estimationaveraging along trajectorieskernel estimates of stochastic approximation typeroot of a regression equation

Mathematics Subject Classification ID

Stochastic approximation (62L20)

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