Stochastic approximation

L. Györfi (1980) "Stochastic approximation from ergodic sample for linear regression" Z. Wahrscheinlichkeitstheorie verw. Gebiete, 54, pp. 47-55

L. Györfi (1984) "Adaptive linear procedures under general conditions" IEEE Trans. on Information Theory, IT-30, pp. 262-267 PDF

L. Györfi, H. Walk (1996) "On the averaged stochastic approximation for linear regression" SIAM J. Control and Optimization, 34, pp. 31-61.