On a discrete stochastic approximation and its application to data analysis (Q4457880)
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scientific article; zbMATH DE number 2059615
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a discrete stochastic approximation and its application to data analysis |
scientific article; zbMATH DE number 2059615 |
Statements
On a discrete stochastic approximation and its application to data analysis (English)
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17 March 2004
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discrete stochastic approximation
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noisy observation
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data analysis
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observed value sequence
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starting point detection
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parameter estimation
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error estimates
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convergence
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stochastic differential equations
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