ON Optimality the Feosd-Accuracy Estimate Op Theparameter In Ah Explosive Autoregressive Process Op The First Order (Q4036028)

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scientific article; zbMATH DE number 168203
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    ON Optimality the Feosd-Accuracy Estimate Op Theparameter In Ah Explosive Autoregressive Process Op The First Order
    scientific article; zbMATH DE number 168203

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      ON Optimality the Feosd-Accuracy Estimate Op Theparameter In Ah Explosive Autoregressive Process Op The First Order (English)
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      16 May 1993
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      stopping times
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      uniform asymptotic normality
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      fixed accuracy estimate
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      explosive autoregressive process of the first order
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      asymptotic optimality
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      loss functions
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      sequential modification of the least squares estimate
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