Strong consistency in stochastic regression models via posterior covariance matrices

DOI10.1093/biomet/84.3.744zbMath0888.62022OpenAlexW2069694591MaRDI QIDQ4364941

Inchi Hu

Publication date: 18 November 1997

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/84.3.744

zbMATH Keywords

adaptive controlstochastic approximationdynamic modelmartingale difference sequencestochastic regressor

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Sequential statistical design (62L05)

Related Items (4)

Optimal experimental design and some related control problems ⋮ Convergence properties of sequential Bayesian \(D\)-optimal designs ⋮ Simulation-based designs for multiperiod control ⋮ Strong consistency in nonlinear stochastic regression models.

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