Sequential estimation of the parameters in unstable AR(2)

MaRDI QIDQ3377991zbMATH OpenFDO

Authors L. Galtchouk, Victor Konev

Publication date 29 March 2006

zbMATH Keywords

uniform asymptotic normalityunstable autoregressive process

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Sequential estimation (62L12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(10)

• Renewal theory results for autoregressive processes
• Asymptotic behavior of unstable ARMA processes with application to least squares estimates of their parameters
• On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. II: Purely explosive process.
• On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\))
• Estimation of the parameters for unstable AR models
• Sequential fixed accuracy estimation for nonstationary autoregressive processes
• ON Optimality the Feosd-Accuracy Estimate Op Theparameter In Ah Explosive Autoregressive Process Op The First Order
• On sequential estimation of an autoregressive parameter
• Sequential Estimation of Hidden ARMA Processes by Particle Filtering—Part II
• scientific article; zbMATH DE number 862386 (Why is no real title available?)

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