A new dynamic stochastic approximation procedure

DOI10.1214/AOS/1176344839MaRDI QIDQ1136457zbMATH OpenOpenAlexFDO

Authors David Ruppert

Publication date 1979

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aos/1176344839

zbMATH Keywords

Cesaro mean convergencedynamic stochastic approximation procedureRobbins-Monro process

Mathematics Subject Classification ID

Strong limit theorems (60F15) Linear inference, regression (62J99) Stochastic approximation (62L20)

Cited in

(2)

• Optimizing costs of age replacement policies
• Sequential Estimation in Stochastic Approximation Problem with Autoregressive Errors in Observations

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