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

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Revision as of 10:28, 19 July 2024

scientific article; zbMATH DE number 7060125
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English
Risk-efficient sequential estimation of multivariate random coefficient autoregressive process
scientific article; zbMATH DE number 7060125

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    Risk-efficient sequential estimation of multivariate random coefficient autoregressive process (English)
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    28 May 2019
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    vector autoregressive model
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    oracle estimation
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    sequential estimation
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    asymptotic risk efficiency
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    time series model
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