Risk-efficient sequential estimation of multivariate random coefficient autoregressive process (Q5379329): Difference between revisions

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+Autoregressive series with random parameters
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+Sequential estimation of the autoregressive parameters in ar(p) model
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+Stability in a Random Coefficient Model
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+Risk efficient estimation of fully dependent random coefficient autoregressive models of general order
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+On Optimal Adaptive Prediction of Multivariate Autoregression
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+Random coefficient autoregressive models: an introduction
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+Non-Parametric Sequential Estimation of a Regression Function Based on Dependent Observations
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+PROPERTIES OF PREDICTORS FOR MULTIVARIATE AUTOREGRESSIVE MODELS WITH ESTIMATED PARAMETERS
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+Sequential estimation of the autoregressive parameter in a first order autoregressive process
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+Q3948486
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