Asymptotic Properties of Some Projection-based Robbins-Monro Procedures in a Hilbert Space
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Publication:3368286
DOI10.2202/1558-3708.1000zbMath1178.62089MaRDI QIDQ3368286
Publication date: 27 January 2006
Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)
Full work available at URL: https://escholarship.org/uc/item/4z4380t7
convergence rate; limiting distributions; Hilbert-valued near epoch dependent processes; Hilbert-valued Robbins-Monro procedures; nonparametric learning procedures; nonparametric recursive moment estimation
62E20: Asymptotic distribution theory in statistics
60F15: Strong limit theorems
62L20: Stochastic approximation
60F17: Functional limit theorems; invariance principles
46N30: Applications of functional analysis in probability theory and statistics
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