Sequential estimation of the autoregressive parameter in a first order autoregressive process (Q3823021)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential estimation of the autoregressive parameter in a first order autoregressive process |
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Sequential estimation of the autoregressive parameter in a first order autoregressive process (English)
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1988
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Burkholder inequality
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reverse martingale
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stopping time
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nonlinear renewal theory
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first order, non-explosive autoregressive model
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finite second moment
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least squares estimator
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mean squared error loss
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best predictor
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cost of estimation error
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stopping rule
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asymptotically risk efficient
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second order approximation
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asymptotic normality
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uniform integrability
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