Stochastic approximation from ergodic sample for linear regression

Author:

Gy�rfi L�szl�

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Reference9 articles.

1. Ash, R.B.: Real Analysis and Probability. New York: Academic Press 1972

2. Csibi, S.: Statistical learning processes. Preprint. Technical University of Budapest 1973

3. Csibi, S.: Learning under computational constraints from weakly dependent samples. Problems of Control and Information Theory. 4, 3?21 (1975)

4. Fritz, J.: Learning from an ergodic training sequence. In Limit Theorems of Probability Theory; ed. P. R�v�sz. Amsterdam: North-Holland 79?91 (1974)

5. Ljung, L.: Strong convergence of a stochastic approximation algorithm. Ann. Statist. 6, 680?696 (1978)

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