The sequential estimation in stochastic regression model with random coefficients
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Publication:1812041
DOI10.1016/S0167-7152(02)00340-1zbMath1013.62086OpenAlexW2022492122MaRDI QIDQ1812041
Publication date: 18 June 2003
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00340-1
efficiencyasymptotic riskRCA modelfixed accuracy confidence setsstochastic regression model with random coefficients
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential estimation (62L12)
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Cites Work
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