Functional and random central limit theorems for the Robbins-Munro process
Keyword(s):
A functional central limit theorem extending the central limit theorem of Chung (1954) for the Robbins–Munro procedure is proved. It is shown that the asymptotic normality is preserved under certain random stopping rules.
1973 ◽
Vol 5
(01)
◽
pp. 119-137
◽
1975 ◽
Vol 13
(1)
◽
pp. 45-55
◽
2007 ◽
Vol 117
(8)
◽
pp. 1137-1164
◽
1993 ◽
Vol 44
(2)
◽
pp. 314-320
◽
Keyword(s):
1981 ◽
Vol 25
(4)
◽
pp. 667-688
◽