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On the estimation of the asymptotic covariance matrix for the averaged Robbins–Monro algorithm - MaRDI portal

On the estimation of the asymptotic covariance matrix for the averaged Robbins–Monro algorithm (Q4512875)

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scientific article; zbMATH DE number 1526073
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On the estimation of the asymptotic covariance matrix for the averaged Robbins–Monro algorithm
scientific article; zbMATH DE number 1526073

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    On the estimation of the asymptotic covariance matrix for the averaged Robbins–Monro algorithm (English)
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    8 January 2003
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