On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. II: Purely explosive process.

Victor Konev, Serguei Pergamenchtchikov

Publication date: 10 February 2003

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

asymptotic normality autoregression sequential estimation asymptotic optimality in a minimax sense fixed accuracy estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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