An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process (Q1336526)
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scientific article; zbMATH DE number 681349
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process |
scientific article; zbMATH DE number 681349 |
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An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process (English)
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12 December 1994
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adaptive estimator
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stationary first-order autoregressive process
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i.i.d. residuals
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unknown mean zero distribution
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residual distribution
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empirical estimator
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estimated residuals
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efficient estimator
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