Pages that link to "Item:Q3823021"

The following pages link to Sequential estimation of the autoregressive parameter in a first order autoregressive process (Q3823021):

Displaying 32 items.

• On asymptotic normality of sequential LS-estimate for unstable autoregressive process \(AR(2)\) (Q604375) (← links)
• Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes (Q914308) (← links)
• Sequential estimation of ratio of normal parameters (Q920523) (← links)
• \(L_ p\) convergence of reciprocals of sample means with applications to sequential estimation in linear regression (Q1378758) (← links)
• Sequential point estimation of parameters in a threshold AR(1) model (Q1613666) (← links)
• Fixed precision estimator of the offspring mean in branching processes (Q1805789) (← links)
• The sequential estimation in stochastic regression model with random coefficients (Q1812041) (← links)
• On sequential estimation of parameters in semimartingale regression models with continuous time parameter. (Q1848915) (← links)
• Sequential estimation for time series regression models (Q1877837) (← links)
• On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\)) (Q1888325) (← links)
• Sequential estimation of the mean of a first-order autoregressive process (Q3212154) (← links)
• On Truncatd sequential estimation of the drifting parametermean in the first order autoregressive models (Q3484216) (← links)
• Sequential estimation for the parameters of a stationary auto regressive model (Q4317763) (← links)
• Sequential estimation of the autoregressive parameters in ar(p) model (Q4351750) (← links)
• Sequential Generlized Least squares Estimator For An Autoressive parameter (Q4351751) (← links)
• Sequential, accelerated-sequential and three-stage estimation of the mean of a first-order stationary autoregressive process: A monte carlo study (Q4357249) (← 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)
• Sequential point estimation for branching processes i, subcritical case (Q4521917) (← links)
• Estimators with prescribed Precision in Stochastic regression models (Q4865160) (← links)
• Approximations to expected stopping times with applications to sequential estimation (Q4944013) (← links)
• Optimal index estimation of heavy-tailed distributions (Q4987194) (← links)
• Risk efficient estimation of fully dependent random coefficient autoregressive models of general order (Q5154073) (← links)
• Editor's Special Invited Paper: Sequential Estimation for Time Series Models (Q5169469) (← links)
• Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model (Q5197977) (← links)
• On Optimal Adaptive Prediction of Multivariate Autoregression (Q5256827) (← links)
• Risk-efficient sequential estimation of multivariate random coefficient autoregressive process (Q5379329) (← links)
• On Sequential Least Squares Estimates of Autoregressive Parameters (Q5711145) (← links)
• Two-stage procedure in a first-order autoregressive process and comparison with a purely sequential procedure (Q5861991) (← links)
• Fixed size confidence regions for parameters of threshold AR(1) models (Q5945260) (← links)
• (Q6111073) (← links)
• (Q6166315) (← links)