Pages that link to "Item:Q3991735"
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The following pages link to Asymptotic minimaxity of a sequential estimator for a first order autoregressive model (Q3991735):
Displaying 19 items.
- 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)
- Minimum distance estimation and goodness-of-fit tests in first-order autoregression (Q1085552) (← links)
- A minimum distance estimator for first-order autoregressive processes (Q1085554) (← links)
- Asymptotic minimax results for stochastic process families with critical points (Q1208935) (← links)
- Asymptotic inference for Markov step processes: Observation up to a random time (Q1312304) (← links)
- Asymptotic expansions in sequential estimation for the first-order random coefficient autoregressive model: Regenerative approach (Q1323532) (← links)
- Asymptotic expansions in sequential estimation of an autoregressive parameter (Q1332116) (← links)
- On sequential estimation of parameters in semimartingale regression models with continuous time parameter. (Q1848915) (← links)
- On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\)) (Q1888325) (← links)
- Sequential fixed accuracy estimation for nonstationary autoregressive processes (Q2304245) (← links)
- Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises (Q2986846) (← links)
- (Q3033162) (← links)
- Martingale-difference Gibbs random fields and central limit theorem (Q4278223) (← links)
- On Uniform Asymptotic Normality of Sequential Estimators for the Parameters in a Stable AR(1) (Q4429469) (← links)
- Limiting Experiments and Asymptotic Bounds on the Performance of Sequence of Estimators (Q4609024) (← links)
- Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk (Q5133503) (← links)
- Nonparametric Sequential Minimax Estimation of the Drift Coefficient in Diffusion Processes (Q5697359) (← links)
- Fixed size confidence regions for parameters of threshold AR(1) models (Q5945260) (← links)
