Edgeworth expansions for stochastic approximation theory

DOI10.3103/S1066530708010043zbMath1282.62175OpenAlexW2054656741MaRDI QIDQ1019523

Jürgen Dippon

Publication date: 2 June 2009

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

Full work available at URL: https://doi.org/10.3103/s1066530708010043

zbMATH Keywords

stochastic approximationEdgeworth expansionRobbins-Monro procedure

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Related Items

Asymptotic expansions of the Robbins-Monro process

Cites Work

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• The bootstrap and Edgeworth expansion