On Asymptotic Normality of Sequential LS-Estimates of Unstable Autoregressive Processes

DOI10.1080/07474946.2011.563701MaRDI QIDQ6826909zbMATH OpenFDO

Authors L. Galtchouk, Victor Konev

Publication date 20 June 2011

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2011.563701

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sequential estimation (62L12) Optimal stopping in statistics (62L15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(1)

• Online sequential leveraging sampling method for streaming autoregressive time series with application to seismic data

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