Truncated sequential estimation of the parameters in a random regression

DOI10.1080/07474949008836194MaRDI QIDQ3476156zbMATH OpenOpenAlexFDO

Authors Victor Konev, Serguei Pergamenchtchikov

Publication date 1990

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949008836194

zbMATH Keywords

asymptotic normality of the stopping timeautoregression processfixed-accuracy estimationleast squares estimatormean square accuracytruncated sequential procedure

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Sequential estimation (62L12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• Fixed accuracy estimation of an autoregressive parameter
• scientific article; zbMATH DE number 3517666 (Why is no real title available?)
• scientific article; zbMATH DE number 3357844 (Why is no real title available?)
• scientific article; zbMATH DE number 3045589 (Why is no real title available?)
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• On the duration of sequential estimation of parameters of stochastic processes in discretetime

Cited in

(18)

• Sequential estimation of the parameters in a trigonometric regression model with the Gaussian coloured noise
• Truncated estimation of ratio statistics with application to heavy tail distributions
• The sequential estimation in stochastic regression model with random coefficients
• A truncated estimation method with guaranteed accuracy
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• Guaranteed estimation of logarithmic density derivative by dependent observations
• Non-parametric sequential estimation of a regression function based on dependent observations
• On sequential estimation of the parameters of continuous-time trigonometric regression
• On Truncatd sequential estimation of the drifting parametermean in the first order autoregressive models
• scientific article; zbMATH DE number 3969939 (Why is no real title available?)
• On the duration of sequential estimation of parameters of stochastic processes in discretetime
• scientific article; zbMATH DE number 4022423 (Why is no real title available?)
• Kullback-Leibler approach to CUSUM quickest detection rule for Markovian time series
• When has estimation reached a steady state? The Bayesian sequential test
• scientific article; zbMATH DE number 1833989 (Why is no real title available?)
• On optimal adaptive prediction of multivariate autoregression
• Truncated sequential guaranteed estimation for the Cox-Ingersoll-Ross models
• Optimal guaranteed estimation methods for the Cox–Ingersoll–Ross models

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