Pages that link to "Item:Q4351750"
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The following pages link to Sequential estimation of the autoregressive parameters in ar(p) model (Q4351750):
Displaying 7 items.
- Risk efficient estimation of fully dependent random coefficient autoregressive models of general order (Q5154073) (← links)
- Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci (Q5169474) (← links)
- Authors' Response (Q5169478) (← links)
- Risk-efficient sequential estimation of multivariate random coefficient autoregressive process (Q5379329) (← links)
- Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure (Q5861991) (← links)
- (Q6111073) (← links)
- (Q6166315) (← links)
