Stochastic approximation for local martingale error and random gain process.

zbMATH Open1103.62361MaRDI QIDQ1856481

Jérôme Poix

Publication date: 10 February 2003

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

stochastic approximationlinear regressionstrong consistencylocal martingaleaveraging algorithms

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Generalizations of martingales (60G48) Stochastic approximation (62L20)

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