On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. II: Purely explosive process. (Q1856479)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. II: Purely explosive process. |
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On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. II: Purely explosive process. (English)
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10 February 2003
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autoregression
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sequential estimation
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fixed accuracy estimators
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asymptotic normality
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asymptotic optimality in a minimax sense
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