no code implementations • 6 Sep 2023 • Caio Kalil Lauand, Sean Meyn
The remaining results are established for linear SA recursions: (ii) the bivariate parameter-disturbance process is geometrically ergodic in a topological sense; (iii) the representation for bias has a simpler form in this case, and cannot be expected to be zero if there is multiplicative noise; (iv) the asymptotic covariance of the averaged parameters is within $O(\alpha)$ of optimal.
