Fixed accuracy estimation of an autoregressive parameter (Q1054429): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Import241208061232 (talk | contribs)
Normalize DOI.
 
Property / DOI
 
Property / DOI: 10.1214/aos/1176346154 / rank
Normal rank
 
Property / DOI
 
Property / DOI: 10.1214/AOS/1176346154 / rank
 
Normal rank

Latest revision as of 15:09, 10 December 2024

scientific article
Language Label Description Also known as
English
Fixed accuracy estimation of an autoregressive parameter
scientific article

    Statements

    Fixed accuracy estimation of an autoregressive parameter (English)
    0 references
    0 references
    0 references
    1983
    0 references
    accuracy estimation
    0 references
    first order non-explosive autoregressive process
    0 references
    stopping rule
    0 references
    least squares estimator
    0 references
    normal residuals
    0 references
    Fisher information
    0 references
    uniform asymptotic normality
    0 references
    Monte Carlo simulations
    0 references
    uniform consistency
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references