Fixed accuracy estimation of an autoregressive parameter (Q1054429)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fixed accuracy estimation of an autoregressive parameter |
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Fixed accuracy estimation of an autoregressive parameter (English)
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1983
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accuracy estimation
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first order non-explosive autoregressive process
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stopping rule
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least squares estimator
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normal residuals
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Fisher information
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uniform asymptotic normality
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Monte Carlo simulations
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uniform consistency
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