Risk-efficient sequential estimation of multivariate random coefficient autoregressive process (Q5379329)
From MaRDI portal
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 |
Statements
Risk-efficient sequential estimation of multivariate random coefficient autoregressive process (English)
0 references
28 May 2019
0 references
vector autoregressive model
0 references
oracle estimation
0 references
sequential estimation
0 references
asymptotic risk efficiency
0 references
time series model
0 references
