Strong representation of an adaptive stochastic approximation procedure

DOI10.1016/0304-4149(86)90019-0zbMATH Open0614.62107OpenAlexW2041475310MaRDI QIDQ1819871FDOQ1819871

Authors: Rainer Schwabe 

Publication date: 1986

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(86)90019-0

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zbMATH Keywords

martingale difference sequenceRobbins-Monro processweakly dependent noiserandom step lengthstrong representation by weighted averages of the error termsVenter's adaptive procedure

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Cites Work

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Cited In (8)

• Adaptive designs for quantal dose-response experiments with false answers
• On a stochastic approximation procedure based on averaging
• On recursive estimation for hidden Markov models
• Title not available (Why is that?)
• Weighted averaging and stochastic approximation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotically efficient recursive estimation for incomplete data models using the observed information.

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