Pages that link to "Item:Q1054429"
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The following pages link to Fixed accuracy estimation of an autoregressive parameter (Q1054429):
Displaying 11 items.
- 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)
- Editor's Special Invited Paper: Sequential Estimation for Time Series Models (Q5169469) (← links)
- Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci (Q5169471) (← links)
- Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci (Q5169472) (← links)
- Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci (Q5169473) (← links)
- Authors' Response (Q5169478) (← links)
- Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model (Q5197977) (← links)
- On Sequential Least Squares Estimates of Autoregressive Parameters (Q5711145) (← links)
- Fixed size confidence regions for parameters of threshold AR(1) models (Q5945260) (← links)