A truncated estimation method with guaranteed accuracy
From MaRDI portal
AR-ARCH modelsfixed sample sizemultivariate autoregressionnon-Gaussian Ornstein-Uhlenbeck processnonparametric multivariate logarithmic density derivative estimationratio estimation
Asymptotic properties of parametric estimators (62F12) Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Recommendations
- Guaranteed estimation of logarithmic density derivative by dependent observations
- scientific article; zbMATH DE number 7407411
- scientific article; zbMATH DE number 1210653
- Truncated sequential estimation of the parameters in a random regression
- Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises
Cites work
- Distribution function inequalities for martingales
- Estimating the generalized autoregression model parameters for unknown noise distribution
- scientific article; zbMATH DE number 3903795 (Why is no real title available?)
- scientific article; zbMATH DE number 1183272 (Why is no real title available?)
- scientific article; zbMATH DE number 3733065 (Why is no real title available?)
- scientific article; zbMATH DE number 44889 (Why is no real title available?)
- scientific article; zbMATH DE number 3567644 (Why is no real title available?)
- scientific article; zbMATH DE number 3576395 (Why is no real title available?)
- scientific article; zbMATH DE number 2176422 (Why is no real title available?)
- scientific article; zbMATH DE number 3357844 (Why is no real title available?)
- scientific article; zbMATH DE number 3376578 (Why is no real title available?)
- scientific article; zbMATH DE number 3045589 (Why is no real title available?)
- Mathematical methods of statistics.
- Non-parametric sequential estimation of a regression function based on dependent observations
- Nonlinear system identification via direct weight optimization
- Nonparametric Identification of Autoregressions
- On a stable estimation of a parameter function
- On guaranteed parameter estimation of a multiparameter linear regression process
- On parameter estimation of partly observed bilinear discrete-time stochastic systems
- On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
- On the Distribution of the Ratioof Sums of Random Variables
- On Truncatd sequential estimation of the drifting parametermean in the first order autoregressive models
- OPTIMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN FIRST-ORDER AUTOREGRESSIVE PROCESSES
- Sequential adaptive estimators in nonparametric autoregressive models
- Sequential Design and Estimation in Heteroscedastic Nonparametric Regression
- Sequential parameter estimation for dynamical systems in the presence of multiplicative and additive noises in the observations
- Sequential parameter estimation with guaranteed mean-square accuracy for unstable linear stochastic systems
- Sequential robust estimation for nonparametric autoregressive models
- Statistical Experiments and Decisions
- Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises
- Truncated sequential estimation of the parameters in a random regression
Cited in
(8)- Truncated estimation of ratio statistics with application to heavy tail distributions
- Guaranteed estimation of logarithmic density derivative by dependent observations
- scientific article; zbMATH DE number 3909575 (Why is no real title available?)
- Optimal index estimation of heavy-tailed distributions
- scientific article; zbMATH DE number 7407411 (Why is no real title available?)
- A note on the adaptive estimation of a conditional continuous-discrete multivariate density by wavelet methods
- On optimal adaptive prediction of multivariate autoregression
- On a deconvolution problem under competing risks
This page was built for publication: A truncated estimation method with guaranteed accuracy
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2434139)
