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Revision as of 02:02, 5 March 2024

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