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

Method of averaging along trajectories in passive stochastic approximation (linear algorithm) (Q1337933)

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scientific article; zbMATH DE number 687630
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Method of averaging along trajectories in passive stochastic approximation (linear algorithm)
scientific article; zbMATH DE number 687630

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    Method of averaging along trajectories in passive stochastic approximation (linear algorithm) (English)
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    5 December 1994
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    recursive estimation
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    root of a regression equation
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    kernel estimates of stochastic approximation type
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    averaging along trajectories
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    asymptotic normality
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    optimality
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