Sequential estimation of the parameters in a trigonometric regression model with the Gaussian coloured noise
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Publication:1421723
DOI10.1023/A:1025875212695zbMath1031.62062MaRDI QIDQ1421723
Victor Konev, Serguei Pergamenchtchikov
Publication date: 3 February 2004
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov processes: estimation; hidden Markov models (62M05) Sequential estimation (62L12)
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