On the estimation of the asymptotic covariance matrix for the averaged Robbins–Monro algorithm

DOI10.1016/S0764-4442(00)01595-0zbMath1064.62089OpenAlexW2066405588WikidataQ126653388 ScholiaQ126653388MaRDI QIDQ4512875

Mariane Pelletier, Mouna Gahbiche

Publication date: 8 January 2003

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0764-4442(00)01595-0

Mathematics Subject Classification ID

Stochastic approximation (62L20)

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