Asymptotic behavior of truncated stochastic approximation procedures

DOI10.3103/S1066530717010033zbMath1377.62083arXiv1611.06752OpenAlexW2556308950MaRDI QIDQ1678527

Peng Zhang

Publication date: 17 November 2017

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

Full work available at URL: https://arxiv.org/abs/1611.06752

zbMATH Keywords

parameter estimationstochastic approximationrecursive estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Stochastic approximation (62L20)

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