Geodesic
On stochastic approximation procedures with averaging
Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 3, pp. 661-675 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

Linear multidimensional stochastic approximation procedures in continuous time with martingale errors are considered. An asymptotic behavior of the estimator obtained by trajectory averaging is studied. An asymptotics of integrated squared deviations functionals of the averaged estimator is found. Some results concerning fixed-size confidence regions are presented.
Keywords: stochastic approximation, averaged estimators
Mots-clés : martingales. 
@article{TVP_1999_44_3_a12,
     author = {A. Le Breton and A. A. Novikov},
     title = {On stochastic approximation procedures with averaging},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {661--675},
     year = {1999},
     volume = {44},
     number = {3},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_1999_44_3_a12/}
}
TY  - JOUR
AU  - A. Le Breton
AU  - A. A. Novikov
TI  - On stochastic approximation procedures with averaging
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1999
SP  - 661
EP  - 675
VL  - 44
IS  - 3
UR  - http://geodesic.mathdoc.fr/item/TVP_1999_44_3_a12/
LA  - en
ID  - TVP_1999_44_3_a12
ER  - 
%0 Journal Article
%A A. Le Breton
%A A. A. Novikov
%T On stochastic approximation procedures with averaging
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1999
%P 661-675
%V 44
%N 3
%U http://geodesic.mathdoc.fr/item/TVP_1999_44_3_a12/
%G en
%F TVP_1999_44_3_a12
A. Le Breton; A. A. Novikov. On stochastic approximation procedures with averaging. Teoriâ veroâtnostej i ee primeneniâ, Tome 44 (1999) no. 3, pp. 661-675. http://geodesic.mathdoc.fr/item/TVP_1999_44_3_a12/