Pages that link to "Item:Q1054429"
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The following pages link to Fixed accuracy estimation of an autoregressive parameter (Q1054429):
Displayed 36 items.
- Testing the autoregressive parameter with the t statistic (Q761000) (← links)
- Sequential maximum likelihood estimation with applications to logistic regression in case-control studies (Q1119318) (← links)
- On the uniform strong consistency of an estimator of the offspring mean in a branching process with immigration (Q1181096) (← links)
- Existence and nonexistence theorems of finite diameter sequential confidence regions for errors-in-variables models (Q1186028) (← links)
- Fixed width interval estimation for the reciprocal drift of Brownian motion (Q1193966) (← links)
- Fixed accuracy estimation for chain binomial models (Q1198600) (← links)
- Asymptotic minimax results for stochastic process families with critical points (Q1208935) (← links)
- Asymptotic expansions in sequential estimation for the first-order random coefficient autoregressive model: Regenerative approach (Q1323532) (← links)
- Parameter estimation for nearly nonstationary AR(1) processes (Q1324198) (← links)
- A fixed-width interval for \(1/\beta\) in simple linear regression (Q1346657) (← links)
- A modified bootstrap for autoregression without stationarity (Q1361730) (← links)
- Herbert Robbins and sequential analysis (Q1429307) (← links)
- On sequential estimation for branching processes with immigration. (Q1766024) (← links)
- Bernstein--Frechet inequalities for the parameter of the first order autoregressive process (Q1775077) (← links)
- Fixed precision estimator of the offspring mean in branching processes (Q1805789) (← links)
- Sequential confidence regions for maximum likelihood estimates. (Q1848836) (← links)
- On sequential estimation of parameters in semimartingale regression models with continuous time parameter. (Q1848915) (← links)
- Uniform Markov renewal theory and ruin probabilities in Markov random walks. (Q1879907) (← links)
- On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\)) (Q1888325) (← links)
- Deviation probability bound for martingales with applications to statistical estimation (Q1970829) (← links)
- Hypothesis testing for nearly nonstationary AR(1) model with Gaussian autoregressive innovation (Q2638701) (← links)
- Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes (Q3212162) (← links)
- Truncated sequential estimation of the parameters in a random regression (Q3476156) (← links)
- On Truncatd sequential estimation of the drifting parametermean in the first order autoregressive models (Q3484216) (← links)
- Local limit theorem for the distibution of s<sub>n</sub> (Q3486586) (← links)
- Sequential estimation of the autoregressive parameter in a first order autoregressive process (Q3823021) (← links)
- ON Optimality the Feosd-Accuracy Estimate Op Theparameter In Ah Explosive Autoregressive Process Op The First Order (Q4036028) (← links)
- Sequential estimation of the autoregressive parameters in ar(p) model (Q4351750) (← links)
- Sequential Generlized Least squares Estimator For An Autoressive parameter (Q4351751) (← links)
- On Uniform Asymptotic Normality of Sequential Estimators for the Parameters in a Stable AR(1) (Q4429469) (← links)
- Guaranteed parameter estimation in a first order autoregressive progress with infinite variance (Q4500805) (← links)
- TESTING CHANGE-POINTS IN THE EXPLOSIVE GAUSSIAN AUTOREGRESSIVE PROCESSES (Q4715810) (← links)
- Estimators with prescribed Precision in Stochastic regression models (Q4865160) (← links)
- Approximations to expected stopping times with applications to sequential estimation (Q4944013) (← links)
- On Sequential Least Squares Estimates of Autoregressive Parameters (Q5711145) (← links)
- Fixed size confidence regions for parameters of threshold AR(1) models (Q5945260) (← links)