scientific article; zbMATH DE number 4032855

zbMATH Open0634.62079MaRDI QIDQ3773115FDOQ3773115

Authors: V. V. Gomonov 

Publication date: 1987

Title of this publication is not available (Why is that?)

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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)

Cited In (2)

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

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