Asymptotic Expansions for the Stochastic Approximation Averaging Procedure in Continuous Time

Sergey Pergamenshchikov ()

Statistical Inference for Stochastic Processes, 1998, vol. 1, issue 2, 197-223

Keywords: AMS 1991 subject classification: 93E20; 93C73; stochastic approximation; asymptotic expansions; asymptotic bias; asymptotic normality; asymptotically efficient estimators (search for similar items in EconPapers)
Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sistpr:v:1:y:1998:i:2:p:197-223

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DOI: 10.1023/A:1009984032554

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