Asymptotic expansions of the Robbins-Monro process
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Publication:1019535
DOI10.3103/S106653070802004XzbMATH Open1282.62176OpenAlexW2014465759MaRDI QIDQ1019535FDOQ1019535
Authors: Jürgen Dippon 
Publication date: 2 June 2009
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s106653070802004x
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Cites Work
- On the validity of the formal Edgeworth expansion
- Acceleration of Stochastic Approximation by Averaging
- An invariance principle for the Robbins-Monro process in a Hilbert space
- A Stochastic Approximation Method
- The bootstrap and Edgeworth expansion
- Title not available (Why is that?)
- Inverting an Edgeworth expansion
- An Extension of the Robbins-Monro Procedure
- Asymptotic Distribution of Stochastic Approximation Procedures
- New method of stochastic approximation type
- Approximations to noncentral distributions
- Edgeworth expansions for stochastic approximation theory
- Higher order representations of the Robbins--Monro process
- Title not available (Why is that?)
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