Rate of Convergence of Truncated Stochastic Approximation Procedures with Moving Bounds
نویسندگان
چکیده
The paper is concerned with stochastic approximation procedures having three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function. We study convergence and rate of convergence. Main results are supplemented with corollaries to establish various sets of sufficient conditions, with the main emphases on the parametric statistical estimation. The theory is illustrated by examples and special cases.
منابع مشابه
Asymptotic Behaviour of Truncated Stochastic Approximation procedures with Moving Bounds
Asymptotic behaviour of stochastic approximation procedures is studeded with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function. In particular, the rate of convergence and asymptotic linearity are established. Main results are supplemented with corollaries to establish different sets...
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