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 |
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