Parameter estimation in a highly non-linear model using simultaneous perturbation stochastic approximation

DOI10.1080/03610920008832542zbMath1110.62330OpenAlexW2012994938MaRDI QIDQ4550622

Kerron Duncan, Isaac Bankman, James E. Whitney II, Mary Golden Richardson

Publication date: 25 September 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920008832542

Mathematics Subject Classification ID

Stochastic approximation (62L20)

Cites Work

• Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
• Stochastic Estimation of the Maximum of a Regression Function
• Multidimensional Stochastic Approximation Methods

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