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A Stochastic Approximation Algorithm for the Adaptive Control of Time Series Following Generalized Linear Models - MaRDI portal

A Stochastic Approximation Algorithm for the Adaptive Control of Time Series Following Generalized Linear Models (Q4939807)

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scientific article; zbMATH DE number 1408759
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A Stochastic Approximation Algorithm for the Adaptive Control of Time Series Following Generalized Linear Models
scientific article; zbMATH DE number 1408759

    Statements

    A Stochastic Approximation Algorithm for the Adaptive Control of Time Series Following Generalized Linear Models (English)
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    1 March 2000
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    generalized linear models
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    time series
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    binary autoregression model
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    self-optimizing property
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