On the duration of sequential estimation of parameters of stochastic processes in discretetime

DOI10.1080/17442508608833405MaRDI QIDQ3736755zbMATH OpenOpenAlexFDO

Authors Victor Konev, Serguei Pergamenchtchikov

Publication date 1986

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508608833405

zbMATH Keywords

asymptotic normalityautoregressive modelsleast squares estimationmean durationsequential procedurestochastic difference equationsstopping timesupper and lower bounds

Mathematics Subject Classification ID

Sequential estimation (62L12) Non-Markovian processes: estimation (62M09)

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