메뉴 건너뛰기




Volumn 57, Issue 1, 1996, Pages 101-118

Asymptotic normality for a vector stochastic difference equation with applications in stochastic approximation

Author keywords

Asymptotic normality; Stochastic approximation; Stochastic difference equation

Indexed keywords


EID: 0030119946     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1996.0024     Document Type: Article
Times cited : (6)

References (12)
  • 1
    • 0011595015 scopus 로고
    • Stochastic approximation procedure with randomly verying truncations
    • [1] CHEN, H. F., AND ZHU, Y. M. (1986). Stochastic approximation procedure with randomly verying truncations. Sci. Sinica Ser. A 29 914-926.
    • (1986) Sci. Sinica Ser. A , vol.29 , pp. 914-926
    • Chen, H.F.1    Zhu, Y.M.2
  • 3
    • 0000792517 scopus 로고
    • On stochastic approximation method
    • [3] CHUNG, K. L. (1954). On stochastic approximation method. Ann. Math. Statist. 25 463-483.
    • (1954) Ann. Math. Statist. , vol.25 , pp. 463-483
    • Chung, K.L.1
  • 4
    • 0001214703 scopus 로고
    • On asymptotic normality in stochastic approximation
    • [4] FABIAN, V. (1968). On asymptotic normality in stochastic approximation. Ann. Math. Statist. 39 1327-1332.
    • (1968) Ann. Math. Statist. , vol.39 , pp. 1327-1332
    • Fabian, V.1
  • 7
    • 0018518852 scopus 로고
    • Rates of convergence for stochastic approximation type algorithms
    • [6] KUSHNER, H. J., AND HUANG, H. (1979). Rates of convergence for stochastic approximation type algorithms. SIAM J. Control Optim. 17 608-617.
    • (1979) SIAM J. Control Optim. , vol.17 , pp. 608-617
    • Kushner, H.J.1    Huang, H.2
  • 8
    • 0011530748 scopus 로고
    • A limit theorem for the Robbins-Monro approximation
    • [7] MAJOR, P., AND REVESZ, P. (1973). A limit theorem for the Robbins-Monro approximation. Z. Wahrsch. Verw. Geb. 27 79-83.
    • (1973) Z. Wahrsch. Verw. Geb. , vol.27 , pp. 79-83
    • Major, P.1    Revesz, P.2
  • 9
    • 0010967230 scopus 로고
    • Stochastic approximation and recursive estimation
    • Providence, RI
    • [8] NEVELSON, M., AND HASMINSKII, R. (1976). Stochastic Approximation and Recursive Estimation. Amer. Math. Soc., Providence, RI.
    • (1976) Amer. Math. Soc.
    • Nevelson, M.1    Hasminskii, R.2
  • 10
    • 0000431134 scopus 로고
    • Asymptotic distribution of stochastic approximation procedures
    • [9] SACKS, J. (1958). Asymptotic distribution of stochastic approximation procedures. Ann. Math. Statist. 29 373-405.
    • (1958) Ann. Math. Statist. , vol.29 , pp. 373-405
    • Sacks, J.1
  • 11
    • 0011530214 scopus 로고
    • Stochastic approximation with dependent noise
    • [10] SOLO, V. (1982). Stochastic approximation with dependent noise. Stochastic Process. Appl. 13 157-170.
    • (1982) Stochastic Process. Appl. , vol.13 , pp. 157-170
    • Solo, V.1
  • 12
    • 0011595757 scopus 로고
    • Stochastic approximation under a class of measurement errors
    • [11] ZHU, Y. M. (1985). Stochastic approximation under a class of measurement errors. Acta Math. Sci. 5 87-98.
    • (1985) Acta Math. Sci. , vol.5 , pp. 87-98
    • Zhu, Y.M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.