Sequential Generlized Least squares Estimator For An Autoressive parameter (Q4351751)

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scientific article; zbMATH DE number 1053935
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Sequential Generlized Least squares Estimator For An Autoressive parameter
scientific article; zbMATH DE number 1053935

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    Sequential Generlized Least squares Estimator For An Autoressive parameter (English)
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    28 August 1997
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    generalized least squares estimator
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    fixed accuracy estimation
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    uniform asymptotic normality
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    asymptotic minimaxity
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