scientific article; zbMATH DE number 4032855

MaRDI QIDQ3773115zbMATH OpenFDO

Authors V. V. Gomonov

Publication date 1987

zbMATH Keywords

stable autoregressive processdrift estimationdrifting parametersexponentially stable processguaranteed mean square deviation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Sequential estimation (62L12)

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Cited in

(2)

• Directional leakage and parameter drift
• Recursive estimation of a drifted autoregressive parameter.

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