Pages that link to "Item:Q4110499"

The following pages link to An invariance principle for the Robbins-Monro process in a Hilbert space (Q4110499):

Displaying 32 items.

• Efficient and fast estimation of the geometric median in Hilbert spaces with an averaged stochastic gradient algorithm (Q89452) (← links)
• Stochastic fictitious play with continuous action sets (Q403729) (← links)
• A functional central limit theorem for Hilbert-valued martingales (Q726422) (← links)
• An invariance principle for a finite dimensional stochastic approximation method in a Hilbert space (Q799302) (← links)
• On H-valued Robbins-Monro processes (Q915322) (← links)
• Finite dimensional approximation and Newton-based algorithm for stochastic approximation in Hilbert space (Q976221) (← links)
• Weak convergence in the functional autoregressive model (Q997009) (← links)
• Edgeworth expansions for stochastic approximation theory (Q1019523) (← links)
• Asymptotic expansions of the Robbins-Monro process (Q1019535) (← links)
• Asymptotic behaviour of a class of stochastic approximation procedures (Q1061435) (← links)
• A stochastic Remes algorithm (Q1091725) (← links)
• The local asymptotic minimax adaptive property of a recursive estimate (Q1114255) (← links)
• Abstract stochastic approximations and applications (Q1122911) (← links)
• Martingales and the Robbins-Monro procedure in \(D[0,1]\) (Q1251880) (← links)
• An almost sure invariance principle for stochastic approximation procedures in linear filtering theory (Q1364396) (← links)
• Nonparametric tests for conditional symmetry (Q1792455) (← links)
• Stochastic approximation and the final value theorem (Q1836247) (← links)
• Higher order representations of the Robbins--Monro process (Q1882942) (← links)
• On the rate of convergence in the martingale CLT (Q1892952) (← links)
• Newsvendor-type models with decision-dependent uncertainty (Q1935947) (← links)
• Central limit theorems for weighted sums of dependent random vectors in Hilbert spaces via the theory of the regular variation (Q2135199) (← links)
• Maximum-likelihood asymptotic inference for autoregressive Hilbertian processes (Q2340309) (← links)
• The conditional central limit theorem in Hilbert spaces. (Q2574610) (← links)
• Choices and intervals (Q2630873) (← links)
• Convergence of recursive procedures with a random response time (Q3716286) (← links)
• On a new stopping rule for stochastic approximation (Q3962370) (← links)
• On h–valued stochastic approximation: finite dimenstional projections (Q4013516) (← links)
• Asymptotic behavior for the Robbins–Monro process (Q4684959) (← links)
• Artificial neural networks: an econometric perspective^∗ (Q4853078) (← links)
• Uncertainty Quantification for Stochastic Approximation Limits Using Chaos Expansion (Q5119639) (← links)
• Sequential block bootstrap in a Hilbert space with application to change point analysis (Q5507360) (← links)
• Stochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuning (Q6054830) (← links)