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Search: subject:"Robbins–Monro"
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stochastic approximation
5
Stochastic approximation
4
Robbins-Monro algorithm
3
Algorithm
2
Algorithmus
2
Hilbert-valued Near Epoch Dependent processes
2
Hilbert-valued Robbins-Monro procedures
2
Monte-Carlo-Simulation
2
Nonparametric recursive moment estimations
2
Robbins–Monro algorithm
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
convergence rate
2
limiting distributions
2
nonparametric learning procedures
2
simulation
2
stochastic optimization
2
1] initial value problem
1
1] martingales in D[0
1
1] strong theorems invariance principles Gaussian process Brownian motion in C[0
1
Analysis
1
Applied statistics
1
Averaging
1
CVaR
1
Comparative analysis
1
Composite indicators
1
Consumer behaviour
1
Cultural sector
1
Cultural statistics
1
Culture
1
EU countries
1
EU-Staaten
1
Esscher transform
1
Eurostat
1
Finanzmathematik
1
Gain function
1
Genetic matching
1
Harris recurrence
1
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4
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research-article
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14
English
6
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Chen, Xiaohong
2
Walk, Harro
2
White, Halbert
2
Andradóttir, Sigrún
1
Andradöttir, Sigrún
1
Bardou, O.
1
Berbeglia, Franco
1
Berbeglia, Gerardo
1
Brown, David
1
Cardot, Hervé
1
Cénac, Peggy
1
De Diego, Sergio
1
Egloff, Daniel
1
Fei, W.
1
Feng, Jianfeng
1
Ferreira, Eva
1
Frikha, N.
1
Georgii, Hans-Otto
1
Jöhri, Stephan
1
Kohler, Michael
1
Krzyżak, Adam
1
LI, YINGYING
1
Leippold, Markus
1
Maldonado, Felipe
1
Miao, Yu
1
Monnez, Jean-Marie
1
Moser, B.
1
Mu, Jianyong
1
Nielsen, Erland Hejn
1
Nualart, Eulàlia
1
PATILEA, Valentin
1
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1
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1
RENAULT, Eric
1
Schwabe, Rainer
1
Srakar, Andrej
1
Tsai, Kao-Tai
1
Van Hentenryck, Pascal
1
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1
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1
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Institut for Marketing og Organisation, Aarhus Universitet
1
Institut für Schweizerisches Bankwesen <Zürich>
1
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Management Science
2
Metrika
2
Statistics & Probability Letters
2
Studies in Nonlinear Dynamics & Econometrics
2
Asia-Pacific Journal of Operational Research (APJOR)
1
CORE Discussion Papers
1
Computational Statistics & Data Analysis
1
European journal of operational research : EJOR
1
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
1
Journal of Causal Inference
1
Journal of Multivariate Analysis
1
Journal of cultural economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Physica A: Statistical Mechanics and its Applications
1
The journal of computational finance
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RePEc
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ECONIS (ZBW)
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USB Cologne (business full texts)
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Other ZBW resources
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11
Continuously updated extremum estimators
PATILEA, Valentin
;
RENAULT, Eric
-
Center for Operations Research and Econometrics (CORE), …
-
1997
(
Robbins-Monro
type) estimation procedures of this kind which, at the end, are applied to the class of structural econometric …
Persistent link: https://www.econbiz.de/10005008426
Saved in:
12
Asymptotic Properties of Some Projection-based
Robbins-Monro
Procedures in a Hilbert Space
Chen, Xiaohong
;
White, Halbert
- In:
Studies in Nonlinear Dynamics & Econometrics
6
(
2002
)
1
,
pp. 1000-1000
observed with noise, we consider two modified
Robbins-Monro
procedures to estimate the zero point ?o ( H of M. These procedures …
Persistent link: https://www.econbiz.de/10005751415
Saved in:
13
Convergence to global minima for a class of diffusion processes
Feng, Jianfeng
;
Georgii, Hans-Otto
;
Brown, David
- In:
Physica A: Statistical Mechanics and its Applications
276
(
2000
)
3
,
pp. 465-476
the
Robbins–Monro
and the Kiefer–Wolfowitz procedures which are of particular interest in statistics. …
Persistent link: https://www.econbiz.de/10011062384
Saved in:
14
How to apply the Score-Function method to standard discrete event simulation tools in order to optimise a set of system parameters simultaneously: A Job-Shop example will be discussed.
Nielsen, Erland Hejn
-
Institut for Marketing og Organisation, Aarhus Universitet
-
2000
Persistent link: https://www.econbiz.de/10005802240
Saved in:
15
On a stochastic approximation procedure based on averaging
Schwabe, Rainer
;
Walk, Harro
- In:
Metrika
44
(
1996
)
1
,
pp. 165-180
Persistent link: https://www.econbiz.de/10005756384
Saved in:
16
A Scaled Stochastic Approximation Algorithm
Andradöttir, Sigrún
- In:
Management Science
42
(
1996
)
4
,
pp. 475-498
Kesten's acceleration. An experimental performance comparison of the scaled algorithm and the classical
Robbins-Monro
…
Persistent link: https://www.econbiz.de/10009191240
Saved in:
17
Optimization of the Transient and Steady-State Behavior of Discrete Event Systems
Andradóttir, Sigrún
- In:
Management Science
42
(
1996
)
5
,
pp. 717-737
measure of interest and its gradient, and we present conditions that guarantee that the
Robbins-Monro
stochastic approximation …
Persistent link: https://www.econbiz.de/10009191300
Saved in:
18
Optimal Importance Sampling for Credit Portfolios with Stochastic Approximation
Egloff, Daniel
;
Leippold, Markus
;
Jöhri, Stephan
-
Institut für Schweizerisches Bankwesen <Zürich>
-
2005
We introduce an adaptive importance sampling method for the loss distribution of credit portfolios based on the
Robbins-Monro
…
Persistent link: https://www.econbiz.de/10005858875
Saved in:
19
A new sequential design based on the
robbins-monro
procedure
Moser, B.
;
Fei, W.
- In:
Metrika
38
(
1991
)
1
,
pp. 321-333
Persistent link: https://www.econbiz.de/10005376046
Saved in:
20
Martingales and the
Robbins-Monro
procedure in D[0, 1]
Walk, H.
- In:
Journal of Multivariate Analysis
8
(
1978
)
3
,
pp. 430-452
The
Robbins-Monro
procedure for recursive estimation of a zero point of a regression function f is investigated for the …
Persistent link: https://www.econbiz.de/10005021329
Saved in:
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