scientific article; zbMATH DE number 69470

zbMATH Open0796.62067MaRDI QIDQ4014976FDOQ4014976

Authors: Vsevolod K. Malinovskii 

Publication date: 27 October 1992

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

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zbMATH Keywords

asymptotic propertiesrate of convergenceleast squares estimatorfirst-order autoregressionlinearizing random time change

Mathematics Subject Classification ID

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

Cited In (7)

• On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. II: Purely explosive process.
• Sequential estimation of the autoregressive parameter in a first order autoregressive process
• On the rate of convergence of estimate of the unknown distribution function of the first order autoregression process
• Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises
• Asymptotic expansions in sequential estimation for the first-order random coefficient autoregressive model: Regenerative approach
• Martingale-difference Gibbs random fields and central limit theorem
• Title not available (Why is that?)

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