Estimation of the minimum point of an unknown function observed in the presence of dependent noise

zbMath0790.62084MaRDI QIDQ1320661

Oleg N. Granichin

Publication date: 18 May 1994

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

algorithmsconvergencenoisy observationsinput disturbancesmoving-average processdependent noiseconsistent estimators of the minimummean parameter value

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic approximation (62L20)

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