On the dynamic stochastic approximation
Monte Carlo podle Markova
Stochastic approximations in the presence of trend
Parameter estimation in cosine regression
Stochastické početní methody
O Kiefer-Wolfowitzově aproximační methodě
K nedožitým šedesátinám profesora Jaroslava Hájka
Metody Monte Carlo
Notes on stochastic approximation methods
О стохастическом видоизменении одной проблемы из геометрии чисел
Opening address
O stochastické aproximaci
The continuous dynamic Robbins-Monro procedure
On integer stochastic approximation
Let be observable, with experimental errors, at integer points only; unknown elsewhere. Iterative nonparametric procedures for finding the zero point of are called procedures of integer stochastic approximation. Three types of such procedures (Derman’s, Mukerjee’s and the authors’) are described and compared. A two-dimensional analogue of the third approach is proposed and investigated; its generalization to higher dimensions is conjectured.
An extension of the Borel lemma
O jednom odhadu parametru normálního rozložení
Extrapolations in non-linear autoregressive processes
We derive a formula for -step least-squares extrapolation in non-linear AR processes and compare it with the naïve extrapolation. The least- squares extrapolation depends on the distribution of white noise. Some bounds for it are derived that depend only on the expectation of white noise. An example shows that in general case the difference between both types of extrapolation can be very large. Further, a formula for least-squares extrapolation in multidimensional non-linear AR() process is derived....
Bibliography on stochastic approximation
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