Truncated Stochastic Approximation with Moving Bounds : Convergence. / Sharia, Teo.

In: Statistical Inference for Stochastic Processes, Vol. 17, 07.2014, p. 163-179.

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Truncated Stochastic Approximation with Moving Bounds : Convergence. / Sharia, Teo.

In: Statistical Inference for Stochastic Processes, Vol. 17, 07.2014, p. 163-179.

Research output: Contribution to journalArticlepeer-review

Harvard

Sharia, T 2014, 'Truncated Stochastic Approximation with Moving Bounds: Convergence', Statistical Inference for Stochastic Processes, vol. 17, pp. 163-179. https://doi.org/10.1007/s11203-014-9093-6

APA

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Author

Sharia, Teo. / Truncated Stochastic Approximation with Moving Bounds : Convergence. In: Statistical Inference for Stochastic Processes. 2014 ; Vol. 17. pp. 163-179.

BibTeX

@article{54c14d75958f4fd081cd5968034f1fd7,
title = "Truncated Stochastic Approximation with Moving Bounds: Convergence",
abstract = "In this paper we consider a wide class of truncated stochastic approximation procedures.These procedures have three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function. We establish convergence and consider several examples to illustrate the results",
author = "Teo Sharia",
year = "2014",
month = jul,
doi = "10.1007/s11203-014-9093-6",
language = "English",
volume = "17",
pages = "163--179",
journal = "Statistical Inference for Stochastic Processes",
issn = "1387-0874",
publisher = "Springer Netherlands",

}

RIS

TY - JOUR

T1 - Truncated Stochastic Approximation with Moving Bounds

T2 - Convergence

AU - Sharia, Teo

PY - 2014/7

Y1 - 2014/7

N2 - In this paper we consider a wide class of truncated stochastic approximation procedures.These procedures have three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function. We establish convergence and consider several examples to illustrate the results

AB - In this paper we consider a wide class of truncated stochastic approximation procedures.These procedures have three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function. We establish convergence and consider several examples to illustrate the results

U2 - 10.1007/s11203-014-9093-6

DO - 10.1007/s11203-014-9093-6

M3 - Article

VL - 17

SP - 163

EP - 179

JO - Statistical Inference for Stochastic Processes

JF - Statistical Inference for Stochastic Processes

SN - 1387-0874

ER -