Sequential Estimation in Stochastic Approximation Problem with Autoregressive Errors in Observations

DOI10.1081/SQA-120022081zbMath1052.93064OpenAlexW2033852101MaRDI QIDQ4429468

Serguei Pergamenchtchikov, Victor Konev

Publication date: 25 September 2003

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sqa-120022081

zbMATH Keywords

algorithmsuniform convergencestochastic approximationroot findingunknown parametersautoregressive sequences

Mathematics Subject Classification ID

Related Items (1)

Stochastic approximation and compound delayed observations with independent random time delay distribution

Cites Work

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