Higher order representations of the Robbins--Monro process

DOI10.1016/J.JMVA.2003.08.003MaRDI QIDQ1882942zbMATH OpenOpenAlexFDO

Authors Jürgen Dippon

Publication date 1 October 2004

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2003.08.003

zbMATH Keywords

asymptotic expansionbias correctionRobbins-Monro procedurenon-recursive representationunknown regression function

Mathematics Subject Classification ID

Stochastic approximation (62L20)

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Cites work

• scientific article; zbMATH DE number 53271 (Why is no real title available?)
• scientific article; zbMATH DE number 3507054 (Why is no real title available?)
• scientific article; zbMATH DE number 741240 (Why is no real title available?)
• A Stochastic Approximation Method
• Almost sure approximation of the Robbins-Monro process by sums of independent random variables
• An invariance principle for the Robbins-Monro process in a Hilbert space
• Asymptotic Distribution of Stochastic Approximation Procedures
• Asymptotic expansions of the Robbins-Monro process
• Splitting a Single State of a Stationary Process into Markovian States

Cited in

(8)

• On parameterization of higher-order processes
• On H-valued Robbins-Monro processes
• scientific article; zbMATH DE number 4153742 (Why is no real title available?)
• Edgeworth expansions for stochastic approximation theory
• scientific article; zbMATH DE number 3940519 (Why is no real title available?)
• scientific article; zbMATH DE number 4074259 (Why is no real title available?)
• Asymptotic expansions of the Robbins-Monro process
• Asymptotic behavior for the Robbins-Monro process

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