Study of the consistency of a stochastic algorithm under mixing

DOI10.1016/j.crma.2004.11.001zbMath1143.62310OpenAlexW2022724527MaRDI QIDQ1763528

Ahmed Ait Saidi, Abdelnasser Dahmani

Publication date: 22 February 2005

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2004.11.001

Mathematics Subject Classification ID

Related Items (1)

Parametric estimation in autoregressive processes under quasi-associated random errors

Cites Work

• Mixing: Properties and examples
• Algorithmes stochastiques à bruit dépendant (Dependent noise for stochastic algorithms).
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