Geodesic
A stochastic approximation procedure in the case of weakly dependent observations
Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 1, pp. 34-51 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

The Robbins–Monro process is discussed. It is assumed that the observations, statistically dependent, satisfy Kolmogorov's mixing condition (1.7) or, for a special process $G$ (see condition (1.5)), Rosenblatt's mixing condition (1.6). The convergence of the Robbins–Monro process, its asymptotic normality and the convergence of moments are investigated. 
@article{TVP_1979_24_1_a2,
     author = {A. N. Borodin},
     title = {A stochastic approximation procedure in the case of weakly dependent observations},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {34--51},
     year = {1979},
     volume = {24},
     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1979_24_1_a2/}
}
TY  - JOUR
AU  - A. N. Borodin
TI  - A stochastic approximation procedure in the case of weakly dependent observations
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1979
SP  - 34
EP  - 51
VL  - 24
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/TVP_1979_24_1_a2/
LA  - ru
ID  - TVP_1979_24_1_a2
ER  - 
%0 Journal Article
%A A. N. Borodin
%T A stochastic approximation procedure in the case of weakly dependent observations
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1979
%P 34-51
%V 24
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_1979_24_1_a2/
%G ru
%F TVP_1979_24_1_a2
A. N. Borodin. A stochastic approximation procedure in the case of weakly dependent observations. Teoriâ veroâtnostej i ee primeneniâ, Tome 24 (1979) no. 1, pp. 34-51. http://geodesic.mathdoc.fr/item/TVP_1979_24_1_a2/