scientific article; zbMATH DE number 4153742

MaRDI QIDQ3482729zbMATH OpenFDO

Authors Ernst Plöchinger

Publication date 1990

zbMATH Keywords

asymptotic behavior of the sequence of errorsdifferent variance behavior of the stochastic gradientestimation of the covariance matrixRobbins-Monro processsemistochastic casevariance boundary

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Stochastic approximation (62L20)

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