scientific article; zbMATH DE number 1894365

zbMATH Open1012.62019MaRDI QIDQ4801564FDOQ4801564

Authors: Joop Mijnheer 

Publication date: 24 June 2003

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

Recommendations

• Asymptotic inference for \(AR(1)\) processes with (nonnormal) stable errors
• scientific article; zbMATH DE number 1165678
• On sequential estimation of an autoregressive parameter
• Asymptotic minimaxity of a sequential estimator for a first order autoregressive model
• scientific article; zbMATH DE number 69470

zbMATH Keywords

AR(1) modelstable errors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Sequential estimation (62L12)

Cited In (3)

• Asymptotic behaviour of the least squares estimator of the mean of AR(1) models
• Title not available (Why is that?)
• Some remarks on quadratic forms in stable random variables

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4801564)