scientific article; zbMATH DE number 5055318

zbMATH Open1097.62079MaRDI QIDQ5487539FDOQ5487539

Authors: B. V. Bondarev, K. B. Selyakov 

Publication date: 19 September 2006

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

Recommendations

• On the probability of deviation of first order autoregression parameter estimators (case \(\left| \beta \right| > 1\)) with random number of observations when errors satisfy the Kramer conditions.
• Inequalities for parameter estimates in a first order autoregressive scheme with a random number of observations.
• scientific article; zbMATH DE number 2058884
• scientific article; zbMATH DE number 1403113
• On an estimator of an unknown parameter for a first-order autoregressive procedure \((|\theta|>1)\)
• APPROXIMATE DISTRIBUTION OF PARAMETER ESTIMATORS FOR FIRST-ORDER AUTOREGRESSIVE MODELS
• Approximations to some exact distributions in the rrasr orderautoregressive model with dependenterrors
• scientific article; zbMATH DE number 5220014

zbMATH Keywords

least squares methodconfidence levelautoregression process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25)

Cited In (8)

• On the probability of deviation of first order autoregression parameter estimators (case \(\left| \beta \right| > 1\)) with random number of observations when errors satisfy the Kramer conditions.
• On an estimator of an unknown parameter for a first-order autoregressive procedure \((|\theta|>1)\)
• Bernstein--Frechet inequalities for the parameter of the first order autoregressive process
• Inequalities for parameter estimates in a first order autoregressive scheme with a random number of observations.
• Estimation of parameters of first order autoregressions with Poisson distributed number of observations
• Exponential inequalities for estimates of the parameter of a first order autoregression
• The rate of convergence of estimates of the unknown distribution function of first order autoregressive processes, when the Cramér condition does not hold (the case where the absolute value of the parameter is less than 1).
• Title not available (Why is that?)

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 Q5487539)