On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. II: Purely explosive process. (Q1856479)
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scientific article; zbMATH DE number 1865790
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. II: Purely explosive process. |
scientific article; zbMATH DE number 1865790 |
Statements
On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. II: Purely explosive process. (English)
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10 February 2003
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autoregression
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sequential estimation
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fixed accuracy estimators
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asymptotic normality
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asymptotic optimality in a minimax sense
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0.8941093683242798
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0.8124204874038696
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