Risk-efficient estimation of the parameter of an autoregressive process
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Publication:1386614
zbMATH Open0898.62113MaRDI QIDQ1386614
Publication date: 15 July 1998
Published in: Problems of Information Transmission (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential estimation (62L12)
Related Items (3)
Efficient parameter estimation for self-similar processes ⋮ Title not available (Why is that?) ⋮ Efficient use of higher‐lag autocorrelations for estimating autoregressive processes
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