On Truncatd sequential estimation of the drifting parametermean in the first order autoregressive models
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Publication:3484216
DOI10.1080/07474949008836205zbMath0704.62064OpenAlexW2086614837MaRDI QIDQ3484216
Serguei Pergamenchtchikov, Victor Konev
Publication date: 1990
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474949008836205
asymptotic normalityleast squares estimatorfirst order autoregression processtruncated sequential proceduredrifting parameter meanpreassigned mean square accuracy
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential estimation (62L12)
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