Sequential estimation for time series regression models
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Cites work
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- A Frequentistic Approach to Sequential Estimation in the General Linear Model
- An improved sequential procedure for estimating the regression parameter in regression models with symmetric errors
- Fixed Size Confidence Ellipsoids for Linear Regression Parameters
- On the Asymptotic Efficiency of a Sequential Procedure for Estimating the Mean
- On the Estimation of Regression Coefficients in the Case of an Autocorrelated Disturbance
- REMARKS ON SEQUENTIAL POINT ESTIMATION
- Seqrential point estimation in regression models with nonnormal errors
- Sequential Inference Procedures of Stein's Type for a Class of Multivariate Regression Problems
- Sequential estimation for a functional of the spectral density of a Gaussian stationary process
- Sequential estimation for the autocorrelations of linear processes
- Sequential estimation for the parameters of a stationary auto regressive model
- Sequential estimation for time series regression models
- Sequential estimation of the autoregressive parameter in a first order autoregressive process
- Sequential estimation of the mean of a first-order stationary autoregressive process
- Sequential estimation of the mean vector of a multivariate linear process
- sequential estimation of the mean of a linear process
Cited in
(14)- Delay times of sequential procedures for multiple time series regression models
- Sequential estimation for time series regression models
- Seqrential point estimation in regression models with nonnormal errors
- QML estimators in linear regression models with functional coefficient autoregressive processes
- Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process
- Sequential estimation in regression models using analogues of trimmed means
- Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci
- A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS
- James-Stein estimators for time series regression models
- Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci
- scientific article; zbMATH DE number 3885162 (Why is no real title available?)
- An improved sequential procedure for estimating the regression parameter in regression models with symmetric errors
- Sequential estimation of the parameters of regression model
- Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes
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