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Asymptotic Behaviour of Truncated Stochastic Approximation Procedures
Teo Sharia, Lei Zhong
We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequen…
Rate of Convergence of Truncated Stochastic Approximation Procedures with Moving Bounds
Teo Sharia, Lei Zhong
The paper is concerned with stochastic approximation procedures having three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence,…
Recursive Parameter Estimation: Asymptotic expansion
Teo Sharia
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. The model considered in…
Rate of Convergence in Recursive Parameter Estimation procedures
Teo Sharia
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. We study rate of converg…
Recursive Parameter Estimation: Convergence
Teo Sharia
We consider estimation procedures which are recursive in the sense that each successive estimator is obtained from the previous one by a simple adjustment. We propose a wide class…