Pages that link to "Item:Q1054429"
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The following pages link to Fixed accuracy estimation of an autoregressive parameter (Q1054429):
Displaying 50 items.
- No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: theory and testable distributional implications (Q277161) (← links)
- Parametric estimation in autoregressive processes under quasi-associated random errors (Q282729) (← links)
- On sequential estimation of the parameters of continuous-time trigonometric regression (Q315178) (← links)
- Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q413385) (← links)
- Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval (Q476245) (← links)
- On one property of martingales with conditionally Gaussian increments and its application in the theory of nonasymptotic inference (Q521425) (← links)
- On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (Q604375) (← links)
- On sequential confidence estimation of parameters of stochastic dynamical systems with conditionally Gaussian noises (Q683456) (← links)
- 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)
- Sequential maximum likelihood estimation for the parameter of the linear drift term of the Rayleigh diffusion process (Q1786355) (← 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)
- Confidence estimation of autoregressive parameters based on noisy data (Q1982848) (← links)
- Sequential maximum likelihood estimation for the squared radial Ornstein-Uhlenbeck process (Q2065476) (← links)
- Fixed accuracy estimation of parameters in a threshold autoregressive model (Q2086279) (← links)
- Sequential fixed accuracy estimation for nonstationary autoregressive processes (Q2304245) (← links)
- Truncated sequential estimation of the parameter of a first order autoregressive process with dependent noises (Q2439213) (← links)
- Sequential maximum likelihood estimation for the hyperbolic diffusion process (Q2516388) (← links)
- Hypothesis testing for nearly nonstationary AR(1) model with Gaussian autoregressive innovation (Q2638701) (← links)
- Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises (Q2986846) (← links)
- UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION (Q3108564) (← links)
- Fixed-Size Confidence Regions in High-Dimensional Sparse Linear Regression Models (Q3194549) (← links)
- Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes (Q3212162) (← links)
- Asymptotic Statistical Results: Theory and Practice (Q3300512) (← 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)
