Rate of convergence of truncated stochastic approximation procedures with moving bounds

DOI10.3103/S1066530716040025zbMath1362.62050arXiv1508.01902MaRDI QIDQ523725

Yong-Cai Geng, Sumit K. Garg

Publication date: 21 April 2017

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.01902

zbMATH Keywords

parameter estimation; stochastic approximation; recursive estimation

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F10: Point estimation

62F35: Robustness and adaptive procedures (parametric inference)

62L20: Stochastic approximation