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

DOI10.1080/07474949308836269zbMATH Open0774.62090OpenAlexW2082667947MaRDI QIDQ4036028FDOQ4036028

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

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• scientific article; zbMATH DE number 3994830

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)

Cites Work

• Fixed accuracy estimation of an autoregressive parameter
• Title not available (Why is that?)
• Asymptotic Properties of Sequential Design for Estimating the Parameter of a First-Order Autoregression
• On the duration of sequential estimation of parameters of stochastic processes in discretetime

Cited In (7)

• On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. II: Purely explosive process.
• Sequential estimation for time series models
• Sequential Generlized Least squares Estimator For An Autoressive parameter
• Estimators with prescribed Precision in Stochastic regression models
• Fixed precision estimator of the offspring mean in branching processes
• Title not available (Why is that?)
• Guaranteed parameter estimation in a first order autoregressive progress with infinite variance

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