Sequential estimation for the autocorrelations of linear processes
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Publication:1354549
DOI10.1214/aos/1069362319zbMath0898.62099OpenAlexW1995528452MaRDI QIDQ1354549
Publication date: 8 November 1998
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1069362319
uniform integrabilityrandom central limit theoremsample autocorrelationsstationary linear processesasymptotic risk efficiency
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential estimation (62L12)
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