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Local convergence theorems for adaptive stochastic approximation schemes

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Publication:3049711
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DOI10.1073/pnas.76.7.3065zbMath0414.62064OpenAlexW2084443610WikidataQ37335043 ScholiaQ37335043MaRDI QIDQ3049711

Tze Leung Lai

Publication date: 1979

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://europepmc.org/articles/pmc383763


zbMATH Keywords

regression modeladaptive stochastic approximation schemeslocal convergence theorems


Mathematics Subject Classification ID

General nonlinear regression (62J02) Stochastic approximation (62L20) Sequential estimation (62L12)


Related Items (2)

Iterated least squares in multiperiod control ⋮ Consistency and asymptotic efficiency of slope estimates in stochastic approximation schemes







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