On an estimator of an unknown parameter for a first-order autoregressive procedure \((|\theta|>1)\)

zbMATH Open0995.62084MaRDI QIDQ2771518

K. B. Selyakov, B. V. Bondarev

Publication date: 17 February 2002

Published in: Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka (Search for Journal in Brave)

zbMATH Keywords

Hilbert spaceslarge deviationsleast squares estimationautoregression models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Point estimation (62F10) Large deviations (60F10) Applications of functional analysis in probability theory and statistics (46N30)

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