Weighted means of processes in stochastic approximation

zbMath0858.62070MaRDI QIDQ1919752

Jürgen Dippon, J. Renz

Publication date: 23 March 1997

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

zbMATH Keywords

consistencyinitial value problemspeed of convergenceacceleration by weighted averagingmultivariate Kiefer-Wolfowitz procedureoptimal variancerecursive probability density estimationweak invariance principles in Banach spaces

Mathematics Subject Classification ID

Stochastic approximation (62L20) Functional limit theorems; invariance principles (60F17)

Related Items (3)

Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algo\-rithms ⋮ The multivariate Révész's online estimator of a regression function and its averaging ⋮ A companion for the Kiefer-Wolfowitz-Blum stochastic approximation algorithm

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