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Some results about averaging in stochastic approximation

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  • Alain Breton
  • Alexander Novikov

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  • Alain Breton & Alexander Novikov, 1995. "Some results about averaging in stochastic approximation," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 42(1), pages 153-171, December.
    • Handle: RePEc:spr:metrik:v:42:y:1995:i:1:p:153-171
    DOI: 10.1007/BF01894297
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    Cited by:

    1. S. Pergamenshchikov, 1998. "Asymptotic Expansions for the Stochastic Approximation Averaging Procedure in Continuous Time," Statistical Inference for Stochastic Processes, Springer, vol. 1(2), pages 197-223, May.
    2. Pelletier, Mariane, 1998. "On the almost sure asymptotic behaviour of stochastic algorithms," Stochastic Processes and their Applications, Elsevier, vol. 78(2), pages 217-244, November.

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