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A Continuous Kiefer-Wolfowitz Procedure for Random Processes

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Publication:5340442
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DOI10.1214/aoms/1177703558zbMath0131.35905OpenAlexW1994821039MaRDI QIDQ5340442

D. J. Sakrison

Publication date: 1966

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

Full work available at URL: https://doi.org/10.1214/aoms/1177703558


zbMATH Keywords

statistics



Related Items (7)

Unnamed Item ⋮ Simple and cumulative regret for continuous noisy optimization ⋮ Stochastic Gradient Descent in Continuous Time: A Central Limit Theorem ⋮ Unnamed Item ⋮ General convergence results for stochastic approximations via weak convergence theory ⋮ Unnamed Item ⋮ Asymptotic normality of the continuous-time stochastic approximation algorithm




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