Asymptotic expansions in sequential estimation of an autoregressive parameter (Q1332116)

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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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