Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes (Q914308)
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scientific article; zbMATH DE number 4149407
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes |
scientific article; zbMATH DE number 4149407 |
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Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes (English)
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1990
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asymptotic relative efficiency
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reverse submartingale
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uniform integrability
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dependent observations
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non-standard first order autoregressive process
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Weibull errors
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extreme value estimator
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least squares estimator
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asymptotic risk accuracy
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expected sample size
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