On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. II: Purely explosive process.

MaRDI QIDQ1856479zbMATH OpenFDO

Authors Victor Konev, Serguei Pergamenchtchikov

Publication date 10 February 2003

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityasymptotic optimality in a minimax senseautoregressionfixed accuracy estimatorssequential estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(2)

• On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. I: Stable process
• ON Optimality the Feosd-Accuracy Estimate Op Theparameter In Ah Explosive Autoregressive Process Op The First Order

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