Sequential estimation for time series regression models

DOI10.1016/S0378-3758(03)00153-8zbMath1045.62076OpenAlexW2078054310MaRDI QIDQ1877837

Masanobu Taniguchi, Takayuki Shiohama

Publication date: 19 August 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(03)00153-8

zbMATH Keywords

Linear processSequential procedureStopping ruleTime series regression modelLeast-squares estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Sequential estimation (62L12)

Related Items (4)

Sequential estimation for time series regression models ⋮ Maximum likelihood estimators in linear regression models with Ornstein-Uhlenbeck process ⋮ Quasi-maximum likelihood estimators in generalized linear models with autoregressive processes ⋮ QML estimators in linear regression models with functional coefficient autoregressive processes

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