A new dynamic stochastic approximation procedure

DOI10.1214/AOS/1176344839zbMath0427.62059OpenAlexW2015022522MaRDI QIDQ1136457

David Ruppert

Publication date: 1979

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344839

zbMATH Keywords

Robbins-Monro processCesaro mean convergencedynamic stochastic approximation procedure

Mathematics Subject Classification ID

Linear inference, regression (62J99) Strong limit theorems (60F15) Stochastic approximation (62L20)

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