Asymptotic expansions in sequential estimation of an autoregressive parameter (Q1332116)
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English | Asymptotic expansions in sequential estimation of an autoregressive parameter |
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Asymptotic expansions in sequential estimation of an autoregressive parameter (English)
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10 October 1994
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asymptotic expansions
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sequential least squares estimator
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autoregressive parameter
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first order ergodic autoregressive model
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splitting technique
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general state space Harris recurrent Markov chains
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randomly stopped sequences
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record regeneration
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