Risk-efficient estimation of the parameter of an autoregressive process

MaRDI QIDQ1386614zbMATH OpenFDO

Authors A. A. Veksler, Albert Vexler

Publication date 15 July 1998

Published in Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

first-order autoregressionleast-squares method

Mathematics Subject Classification ID

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

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