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Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals - MaRDI portal

Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals (Q5933637)

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scientific article; zbMATH DE number 1599567
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Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals
scientific article; zbMATH DE number 1599567

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    Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals (English)
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    18 February 2002
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    beta autoregressive process
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    precise estimation
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    strong mixing
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    stopping rule
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    limiting distribution
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