ON Optimality the Feosd-Accuracy Estimate Op Theparameter In Ah Explosive Autoregressive Process Op The First Order

DOI10.1080/07474949308836269MaRDI QIDQ4036028zbMATH OpenOpenAlexFDO

Authors Victor Konev, Serguei Pergamenchtchikov

Publication date 16 May 1993

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949308836269

zbMATH Keywords

stopping timesasymptotic optimalityloss functionsuniform asymptotic normalityexplosive autoregressive process of the first orderfixed accuracy estimatesequential modification of the least squares estimate

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential estimation (62L12)

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Cites work

• scientific article; zbMATH DE number 1064654 (Why is no real title available?)
• Asymptotic Properties of Sequential Design for Estimating the Parameter of a First-Order Autoregression
• Fixed accuracy estimation of an autoregressive parameter
• On the duration of sequential estimation of parameters of stochastic processes in discretetime

Cited in

(7)

• Estimators with prescribed Precision in Stochastic regression models
• Fixed precision estimator of the offspring mean in branching processes
• scientific article; zbMATH DE number 3994830 (Why is no real title available?)
• Guaranteed parameter estimation in a first order autoregressive progress with infinite variance
• On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. II: Purely explosive process.
• Sequential Generlized Least squares Estimator For An Autoressive parameter
• Sequential estimation for time series models

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