On sequential estimation of an autoregressive parameter
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Publication:4347780
DOI10.1080/17442509708834107zbMath0877.62077OpenAlexW1984468165MaRDI QIDQ4347780
Albert N. Shiryaev, Vladimir Spokoiny
Publication date: 14 December 1997
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509708834107
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential estimation (62L12)
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