Martingale transforms with non-atomic limits and stochastic approximation

DOI10.1007/BF01197340zbMath0792.60034MaRDI QIDQ1326307

Ching-Zong Wei

Publication date: 14 July 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

convergence rateregression functionmartingale transformapproximation procedure

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stochastic approximation (62L20)

Related Items (1)

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Cites Work

• Multivariate adaptive stochastic approximation
• Adaptive design and stochastic approximation
• Coefficient properties of random variable sequences
• Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
• Adaptive design in regression and control
• Local Convergence of Martingales and the Law of Large Numbers
• Independent Sequences with the Stein Property
• A Stochastic Approximation Method
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