Sequential estimation of the autoregressive parameters in ar(p) model (Q4351750)
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scientific article; zbMATH DE number 1053934
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| English | Sequential estimation of the autoregressive parameters in ar(p) model |
scientific article; zbMATH DE number 1053934 |
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Sequential estimation of the autoregressive parameters in ar(p) model (English)
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22 January 1998
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autoregressive model
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stopping time
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least squares estimator
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asymptotic risk efficiency
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0.9553138
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0.9538971
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