Asymptotic Expansions for the Stochastic Approximation Averaging Procedure in Continuous Time
| Year of publication: |
1998
|
|---|---|
| Authors: | Pergamenshchikov, S. |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 1.1998, 2, p. 197-223
|
| Publisher: |
Springer |
| Subject: | AMS 1991 subject classification: 93E20 | stochastic approximation | asymptotic expansions | asymptotic bias | asymptotic normality | asymptotically efficient estimators |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184596