Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model (Q5197977)
From MaRDI portal
scientific article; zbMATH DE number 7111779
Language | Label | Description | Also known as |
---|---|---|---|
English | Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model |
scientific article; zbMATH DE number 7111779 |
Statements
Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model (English)
0 references
2 October 2019
0 references
best fixed sample size
0 references
least squares estimator
0 references
martingale
0 references
point estimation
0 references
regret
0 references
stopping rule
0 references
0 references