Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes (Q914308)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes |
scientific article |
Statements
Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes (English)
0 references
1990
0 references
asymptotic relative efficiency
0 references
reverse submartingale
0 references
uniform integrability
0 references
dependent observations
0 references
non-standard first order autoregressive process
0 references
Weibull errors
0 references
extreme value estimator
0 references
least squares estimator
0 references
asymptotic risk accuracy
0 references
expected sample size
0 references
0 references
0 references
0 references
0 references
0 references
