Asymptotic expansions of the Robbins-Monro process

DOI10.3103/S106653070802004XzbMath1282.62176OpenAlexW2014465759MaRDI QIDQ1019535

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/s106653070802004x

zbMATH Keywords

stochastic approximationEdgeworth expansionRobbins-Monro procedure

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Related Items

Higher order representations of the Robbins--Monro process ⋮ Edgeworth expansions for stochastic approximation theory

Cites Work

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