Chau, Ngoc Huy and Kumar, Chaman and Rásonyi, Miklós and Sabanis, Sotirios (2019) On fixed gain recursive estimators with discontinuity in the parameters. ESAIM: Probability and Statistics, 23. pp. 217-244. ISSN 1262-3318
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Official URL: https://doi.org/10.1051/ps/2018019
Abstract
In this paper we estimate the expected tracking error of a fixed gain stochastic approximation scheme. The underlying process is not assumed Markovian, a mixing condition is required instead. Furthermore, the updating function may be discontinuous in the parameter.
| Item Type: | Article |
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| Subjects: | Q Science / természettudomány > QA Mathematics / matematika |
| SWORD Depositor: | MTMT SWORD |
| Depositing User: | MTMT SWORD |
| Date Deposited: | 05 Sep 2019 07:34 |
| Last Modified: | 17 Apr 2023 13:48 |
| URI: | http://real.mtak.hu/id/eprint/98614 |
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