Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals (Q5933637)
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scientific article; zbMATH DE number 1599567
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English | Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals |
scientific article; zbMATH DE number 1599567 |
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Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals (English)
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18 February 2002
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beta autoregressive process
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precise estimation
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strong mixing
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stopping rule
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limiting distribution
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