scientific article; zbMATH DE number 1833989

zbMATH Open1018.62058MaRDI QIDQ4778885FDOQ4778885

Authors: N. A. Meder, Sergey E. Vorobeychikov 

Publication date: 21 November 2002

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

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zbMATH Keywords

parameter identificationautoregressive process

Mathematics Subject Classification ID

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

Cited In (2)

• Estimation of the number of observations in the sequential parameter identification of dynamical systems
• Title not available (Why is that?)

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