Sequential estimation for the parameters of a stationary auto regressive model (Q4317763)
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scientific article; zbMATH DE number 704995
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential estimation for the parameters of a stationary auto regressive model |
scientific article; zbMATH DE number 704995 |
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Sequential estimation for the parameters of a stationary auto regressive model (English)
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21 December 1994
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asymptotic risk efficiency
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fixed accuracy confidence set procedures
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autoregressive parameters
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stationary autoregressive model
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least squares estimator
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asymptotic consistency
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