Estimators with prescribed Precision in Stochastic regression models
DOI10.1080/07474949508836330zbMATH Open0838.62072OpenAlexW1990789868MaRDI QIDQ4865160FDOQ4865160
Authors: Tze Leung Lai, Victor Konev 
Publication date: 6 June 1996
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474949508836330
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Cites Work
- Fixed accuracy estimation of an autoregressive parameter
- Sequential estimation of the autoregressive parameter in a first order autoregressive process
- Asymptotically Efficient Self-Tuning Regulators
- ON Optimality the Feosd-Accuracy Estimate Op Theparameter In Ah Explosive Autoregressive Process Op The First Order
Cited In (13)
- Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises
- Sequential fixed accuracy estimation for nonstationary autoregressive processes
- Sequential Estimation in Stochastic Approximation Problem with Autoregressive Errors in Observations
- On Uniform Asymptotic Normality of Sequential Estimators for the Parameters in a Stable AR(1)
- Optimal index estimation of heavy-tailed distributions
- On sequential estimation of parameters in semimartingale regression models with continuous time parameter.
- On Sequential Least Squares Estimates of Autoregressive Parameters
- Sequential Generlized Least squares Estimator For An Autoressive parameter
- Fixed precision estimator of the offspring mean in branching processes
- Stochastic approximation models in estimating productivity
- Guaranteed parameter estimation in a first order autoregressive progress with infinite variance
- Nonparametric estimation of the ratios of derivatives of a multivariate distribution density from dependent observations
- Sequential confidence regions of generalized linear models with adaptive designs
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