Weighted means of processes in stochastic approximation (Q1919752)

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scientific article; zbMATH DE number 909707
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Weighted means of processes in stochastic approximation
scientific article; zbMATH DE number 909707

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    Weighted means of processes in stochastic approximation (English)
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    23 March 1997
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    acceleration by weighted averaging
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    weak invariance principles in Banach spaces
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    consistency
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    speed of convergence
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    optimal variance
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    multivariate Kiefer-Wolfowitz procedure
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    recursive probability density estimation
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    initial value problem
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