Behavior of moments of arbitrary order of multivariate stochastic approximation processes

MaRDI QIDQ1096290zbMATH OpenFDO

Authors Eh. Kh. Mustafaev, M. B. Nevel'son

Publication date 1986

Published in Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

asymptotics of moments of Robbins-Monro processesmomentsRobbins-Monro procedurevector valued regression functions

Mathematics Subject Classification ID

(L^p)-limit theorems (60F25) Sequential estimation (62L12) Stochastic approximation (62L20)

Review text

Translation from Probl. Peredachi Inf. 22, No.1, 40-48 (Russian) (1986; Zbl 0595.62086).

Cited in

(3)

• The order of magnitude of the moments of the modulus of continuity of multiparameter Poisson and empirical processes
• Structure and order estimation of multivariable stochastic processes
• scientific article; zbMATH DE number 3958498 (Why is no real title available?)

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