Asymptotic behavior of truncated stochastic approximation procedures

Article Properties
Journal Category
Science
Mathematics
Probabilities
Mathematical statistics
Refrences
Title Journal Journal Categories Citations Publication Date
10.3103/S1066530716040025 2016
Truncated stochastic approximation with moving bounds: convergence Statistical Inference for Stochastic Processes
  • Science: Mathematics: Probabilities. Mathematical statistics
 3 2014
Recursive parameter estimation: asymptotic expansion Annals of the Institute of Statistical Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 4 2010
Stochastic approximation: a survey

 WIREs Computational Statistics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 29 2010
Almost sure convergence of randomly truncated stochastic algorithms under verifiable conditions Statistics & Probability Letters
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 12 2008