On the mean number of observations under guaranteed estimation of an autoregression parameter

MaRDI QIDQ1285409zbMATH OpenFDO

Authors A. A. Veksler, Victor Konev

Publication date 14 November 1999

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

first-order autoregressive process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential estimation (62L12)

Cited in

(1)

• Sequential confidence regions for maximum likelihood estimates.

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