Sequential estimation of the autoregressive parameters in general vector autoregressive model (Q2736815)
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scientific article; zbMATH DE number 1644919
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential estimation of the autoregressive parameters in general vector autoregressive model |
scientific article; zbMATH DE number 1644919 |
Statements
11 September 2001
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nonlinear renewal theory
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multivariate AR(p) model
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asymptotic risk efficiency
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Sequential estimation of the autoregressive parameters in general vector autoregressive model (English)
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