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

asymptotic optimalityexplosive autoregressive process of the first orderfixed accuracy estimateloss functionssequential modification of the least squares estimatestopping timesuniform asymptotic normality

Mathematics Subject Classification ID

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

Recommendations

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Cites work

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

Cited in

(8)

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

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