Convergence of Least Squares Learning Mechanisms in Self- Referential Linear Stochastic Models*
作者： Albert Marcet , Thomas J Sargent
DOI: 10.1016/0022-0531(89)90032-X
关键词: Stochastic modelling 、 Motion (physics) 、 Face (geometry) 、 Applied mathematics 、 Differential equation 、 Convergence (routing) 、 Ordinary differential equation 、 Mathematics 、 Operator (computer programming) 、 Least squares 、 Mathematical optimization
摘要: … of least squares), We describe sets of restrictions on the learning … probability on the right side is zero by the converse of Theorem 2 in Ljung [19]. That the second probability is also zero …
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