Higher order representations of the Robbins--Monro process

DOI10.1016/j.jmva.2003.08.003zbMath1050.62084OpenAlexW1983185766MaRDI QIDQ1882942

Jürgen Dippon

Publication date: 1 October 2004

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2003.08.003

zbMATH Keywords

asymptotic expansionbias correctionRobbins-Monro procedurenon-recursive representationunknown regression function

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Related Items (3)

Asymptotic behavior for the Robbins–Monro process ⋮ Edgeworth expansions for stochastic approximation theory ⋮ Asymptotic expansions of the Robbins-Monro process

Cites Work

• Asymptotic expansions of the Robbins-Monro process
• Almost sure approximation of the Robbins-Monro process by sums of independent random variables
• An invariance principle for the Robbins-Monro process in a Hilbert space
• Splitting a Single State of a Stationary Process into Markovian States
• Asymptotic Distribution of Stochastic Approximation Procedures
• A Stochastic Approximation Method
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