@article{statisticalinferenceforstochasticgradien, title = {Statistical Inference for Stochastic Gradient Descent Beyond Finite Variance}, author = {Jose Blanchet and Peter Glynn and Wenhao Yang}, year = {2026}, eprint = {2605.26000}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2605.26000}, }