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Statistics
A Journal of Theoretical and Applied Statistics
Volume 16, 1985 - Issue 2
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Original Articles

Asymptotic properties of a sequential estimator of expectation in the presence of trend

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Pages 203-211 | Published online: 27 Jun 2007

References

  • Chung , K. L. 1954 . On stochastic approximation methods . Ann. Math. Statist , 25 : 463 – 483 .
  • Dupac , V. 1965 . A dynamic stochastic approximation method . Ann. Math. Statist , 36 : 1695 – 1702 .
  • Dupac , V. 1966 . Stochastic approximation in the presence of trend . Czechoslovak, Math , 16 : 454 – 461 .
  • Dupac , Y. 1976 . The continuous dynamic Robbins-Monroe procedure . Kybernetika , 12 : 414 – 420 .
  • Sacks , J. 1958 . Asjmrptotic distribution of stochastic approximation procedures . Ann. Math. Statist , 29 : 373 – 405 .
  • Theodohesctt , R. and Wolff , H. 1981 . Sequential estimation of expectations in the presence of trend . Austral. J. Statist , 28 : 196 – 203 .
  • Wolff , H. 1979 . Parameterbedingungen bei linearen Lernregeln und stoehastisehen , Braunschweig : Habilitationsthesis .

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