@article{SAD_1989__14_2_55_0,
author = {Monnez, Jean-Marie},
title = {Convergence presque s\^ure de processus d'approximation stochastique dynamique},
journal = {Statistique et analyse des donn\'ees},
pages = {55--79},
year = {1989},
publisher = {Association pour la statistique et ses illustrations},
volume = {14},
number = {2},
mrnumber = {1056856},
language = {fr},
url = {https://www.numdam.org/item/SAD_1989__14_2_55_0/}
}
TY - JOUR AU - Monnez, Jean-Marie TI - Convergence presque sûre de processus d'approximation stochastique dynamique JO - Statistique et analyse des données PY - 1989 SP - 55 EP - 79 VL - 14 IS - 2 PB - Association pour la statistique et ses illustrations UR - https://www.numdam.org/item/SAD_1989__14_2_55_0/ LA - fr ID - SAD_1989__14_2_55_0 ER -
%0 Journal Article %A Monnez, Jean-Marie %T Convergence presque sûre de processus d'approximation stochastique dynamique %J Statistique et analyse des données %D 1989 %P 55-79 %V 14 %N 2 %I Association pour la statistique et ses illustrations %U https://www.numdam.org/item/SAD_1989__14_2_55_0/ %G fr %F SAD_1989__14_2_55_0
Monnez, Jean-Marie. Convergence presque sûre de processus d'approximation stochastique dynamique. Statistique et analyse des données, Tome 14 (1989) no. 2, pp. 55-79. https://www.numdam.org/item/SAD_1989__14_2_55_0/
[1] , , Stochastic Approximation and Nonlinear Regression, Research Monograph 42, M.I.T. Press, Cambridge, Massachusetts, 1967. | Zbl | MR
[2] , Régression séquentielle par approximation stochastique, Thèse de Doctorat de troisième cycle, Université de Nancy 1, 1985.
[3] , Approximation stochastique : convergence dans le cas de plusieurs solutions et étude de modèles de corrélations, Thèse de Doctorat de troisième cycle, Université de Nancy 1, 1985.
[4] , , , Algorithmes adaptatifs et approximations stochastiques, Théorie et applications, Masson, 1987. | Zbl
[5] , "Multidimensional Stochastic Approximation Methods", AMS, 1954, Vol. 25, pp. 737-744. | Zbl | MR
[6] , "A Dynamical Stochastic Approximation Method", AMS, 1965, Vol. 36, pp. 1695-1702. | Zbl | MR
[7] , "Stochastic Approximations in the Presence of Trend", Czechoslovak Math. J., 1966, Vol. 16 (91), pp. 454-461. | Zbl | MR
[8] , "On Stochastic Approximation", Theory of Probability and its Applications, 1965, Vol. 10, pp. 275-278.
[9] I.E.E.E. TRANSACTIONS ON INFORMATION THEORY, 1984, Vol. IT-30, n°2.
[10] , , "Stochastic Estimation of the Maximum of a Regression Function", AMS, 1952, Vol. 23, pp. 462-466. | Zbl | MR
[11] , , Theory and Practice of Recursive Identification, M.I.T. Press, 1983. | Zbl | MR
[12] , Etude d'un processus général multidimensionnel d'approximation stochastique sous contraintes convexes. Applications à l'estimation statistique, Thèse de Doctorat ès Sciences Mathématiques, Université de Nancy I, 1982.
[13] , , Stochastic Approximation and Recursive Estimation, Translation of Mathematical Monographs, Vol. 47, American Mathematical Society, Providence, Rhode Island, 1973. | Zbl | MR
[14] , , "A Stochastic Approximation Method", AMS, 1951, Vol. 22, pp. 400-407. | Zbl | MR
[15] , , "A Convergence Theorem for Nonnegative almost Supermartingales and some Applications", Optimizing Methods in Statistics, edited by J.S. Rustagi, Academic Press, New York, 1971, pp. 233-257. | Zbl | MR
[16] , "A New Dynamic Stochastic Approximation Procedure", AS, 1979, Vol. 7, n° 6, pp. 1179-1195. | Zbl | MR
[17] , "Some Generalizations of Dynamic Stochastic Approximation Processes", AS, 1974, Vol. 2, n° 5, pp. 1042-1048. | Zbl | MR
[18] , "State Estimation Scheme for Nonlinear Dynamical Systems Based on the Stochastic Approximation", Information Sciences, 1975, Vol. 9, pp. 133-149. | Zbl | MR
[19] , "An Asymptotically more Efficient Nonlinear State Estimation Scheme Based on the Stochastic Approximation", Int. J. Systems Sci., 1977, Vol. 8, n° 9, pp. 971-983. | Zbl | MR
[20] , "On Dvoretzky Stochastic Approximation Theorems", AMS, 1966, Vol. 37, pp. 1534-1544. | Zbl | MR
[21] , Stochastic Approximation, Cambridge Tracts in Mathematics and Mathematical Physics, n° 58, Cambridge University Press, 1969. | Zbl | MR





