Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model (Q5197977)
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scientific article; zbMATH DE number 7111779
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model |
scientific article; zbMATH DE number 7111779 |
Statements
Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model (English)
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2 October 2019
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best fixed sample size
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least squares estimator
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martingale
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point estimation
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regret
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stopping rule
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