An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process (Q1336526)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process |
scientific article |
Statements
An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process (English)
0 references
12 December 1994
0 references
adaptive estimator
0 references
stationary first-order autoregressive process
0 references
i.i.d. residuals
0 references
unknown mean zero distribution
0 references
residual distribution
0 references
empirical estimator
0 references
estimated residuals
0 references
efficient estimator
0 references
