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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 1, Pages 192–199 (Mi tvp3344)  
This article is cited in 1 scientific paper (total in 1 paper)

Short Communications

Slow stochastic approximation processes are good for estimating slope

L. Gerencsér

Systems and Control Laboratory, Computer and Automation Institute Hungarian Academy of Sciences, Budapest, Hungary
Full-text PDF (423 kB) Citations (1)
Abstract: A continuous-time Robbins–Monroe process violating the conditions necessary for the CLT to hold will be considered. It will be shown that although the estimator process 6% converges to the root to be determined a.s. it is sufficiently rich to get strong consistent estimator of the slope of the regressor function using noisy observations of the regressor function at $\theta_t-s$ only.
Keywords: stochastic approximation, least square estimation, stochastic regression, the Lai–Wei condition, the Cameron–Martin formula.
Received: 26.08.1993
English version:
Theory of Probability and its Applications, 1995, Volume 40, Issue 1, Pages 145–151
DOI: https://doi.org/10.1137/1140011
Bibliographic databases:
Document Type: Article
Language: English
Citation: L. Gerencsér, “Slow stochastic approximation processes are good for estimating slope”, Teor. Veroyatnost. i Primenen., 40:1 (1995), 192–199; Theory Probab. Appl., 40:1 (1995), 145–151
Citation in format AMSBIB
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\by L.~Gerencs\'er
\paper Slow stochastic approximation processes are good for estimating slope
\jour Teor. Veroyatnost. i Primenen.
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\issue 1
\pages 192--199
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\transl
\jour Theory Probab. Appl.
\yr 1995
\vol 40
\issue 1
\pages 145--151
\crossref{https://doi.org/10.1137/1140011}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1996UH07100011}
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  • https://www.mathnet.ru/eng/tvp/v40/i1/p192
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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