On a new stopping rule for stochastic approximation (Q3962370)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On a new stopping rule for stochastic approximation |
scientific article |
Statements
On a new stopping rule for stochastic approximation (English)
0 references
1982
0 references
Robbins-Monro process
0 references
Wiener process
0 references
new stopping rule
0 references
first passage time of F-statistic criterion
0 references
asymptotic normality
0 references
small sample properties
0 references