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// Avtomatika i Telemekhanika
// Archive
Avtomat. i Telemekh.,
1986
Issue 3,
Pages
170–171
(Mi at4921)
Notes
On evaluation of the blending rate for autoregression processes
A. Yu. Veretennikov
Moscow
Abstract:
A method of evaluating the blending rate is proposed for some classes of recurrent processes. The estimates are useful in studying the convergence of stochastic approximation procedures with correlated noises.
UDC:
519.2
Received:
26.02.1985
Fulltext:
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Steklov Math. Inst. of RAS
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