Weighted means of processes in stochastic approximation (Q1919752)
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scientific article; zbMATH DE number 909707
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted means of processes in stochastic approximation |
scientific article; zbMATH DE number 909707 |
Statements
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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