On the duration of sequential estimation of parameters of stochastic processes in discretetime (Q3736755)

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On the duration of sequential estimation of parameters of stochastic processes in discretetime
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    On the duration of sequential estimation of parameters of stochastic processes in discretetime (English)
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    1986
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    least squares estimation
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    upper and lower bounds
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    mean duration
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    sequential procedure
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    stochastic difference equations
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    autoregressive models
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    asymptotic normality
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    stopping times
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