Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises (Q2986846)

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Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises
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    Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises (English)
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    16 May 2017
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    autoregressive models
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    confidence estimation
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    non-asymptotic distribution
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    prescribed coverage probability
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    regression with Gaussian noises
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    sequential interval estimators
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    threshold first-order autoregression
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