Risk-efficient sequential estimation of multivariate random coefficient autoregressive process (Q5379329)
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scientific article; zbMATH DE number 7060125
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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