Recursive estimation and difference equations

MaRDI QIDQ3362145zbMATH OpenFDO

Authors Rainer Schwabe

Publication date 1992

zbMATH Keywords

asymptotic behaviourconvergence resultsdecompositiondeterministic partdifference equationsrandom partrecursive estimationrecursive stochastic approximation schemesRobbins-Monro procedurestep lengthsweighted averages

Mathematics Subject Classification ID

Stochastic analysis (60H99) Stochastic approximation (62L20)

Recommendations

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Cited in

(8)

• Asymptotic normality and the rate of convergence of recursive stochastic processes with a nonlinear residual transformation
• Weighted means of processes in stochastic approximation
• scientific article; zbMATH DE number 4016222 (Why is no real title available?)
• A Representation Theorem for the Error of Recursive Estimators
• scientific article; zbMATH DE number 3934902 (Why is no real title available?)
• Recursive estimation: asymptotic confidence regions by empirical quantiles
• scientific article; zbMATH DE number 935565 (Why is no real title available?)
• On the use of stochastic approximation in recursive estimation

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