Weighted means of processes in stochastic approximation

MaRDI QIDQ1919752zbMATH OpenFDO

Authors Jürgen Dippon, J. Renz

Publication date 23 March 1997

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

zbMATH Keywords

acceleration by weighted averagingconsistencyinitial value problemmultivariate Kiefer-Wolfowitz procedureoptimal variancerecursive probability density estimationspeed of convergenceweak invariance principles in Banach spaces

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Stochastic approximation (62L20)

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Cited in

(9)

• Weighted averaging and stochastic approximation
• The multivariate Révész's online estimator of a regression function and its averaging
• A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm
• STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES
• scientific article; zbMATH DE number 3842903 (Why is no real title available?)
• scientific article; zbMATH DE number 56800 (Why is no real title available?)
• Weighted Means in Stochastic Approximation of Minima
• scientific article; zbMATH DE number 2210612 (Why is no real title available?)
• Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algo\-rithms

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