On asymptotic minimaxity of fixed accuracy estimators for autoregression parameters. II: Purely explosive process.
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Publication:1856479
zbMath1103.62365MaRDI QIDQ1856479
Victor Konev, Serguei Pergamenchtchikov
Publication date: 10 February 2003
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
asymptotic normalityautoregressionsequential estimationasymptotic optimality in a minimax sensefixed accuracy estimators
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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