Rate of convergence of truncated stochastic approximation procedures with moving bounds

DOI10.3103/S1066530716040025zbMath1362.62050arXiv1508.01902OpenAlexW2553910665MaRDI QIDQ523725

Yong-Cai Geng, Sumit K. Garg

Publication date: 21 April 2017

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

Full work available at URL: https://arxiv.org/abs/1508.01902

zbMATH Keywords

parameter estimationstochastic approximationrecursive estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Stochastic approximation (62L20)

Related Items (1)

Asymptotic behavior of truncated stochastic approximation procedures

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