Sequential estimation for time series regression models
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Publication:1877837
DOI10.1016/S0378-3758(03)00153-8zbMath1045.62076MaRDI QIDQ1877837
Masanobu Taniguchi, Takayuki Shiohama
Publication date: 19 August 2004
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Linear process; Sequential procedure; Stopping rule; Time series regression model; Least-squares estimator
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
62L12: Sequential estimation
Related Items
Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes, QML estimators in linear regression models with functional coefficient autoregressive processes, Sequential estimation for time series regression models, Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process
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