On the convergence of some adaptive estimation procedures

DOI10.1080/02331888308801733zbMath0555.62075OpenAlexW2528779068MaRDI QIDQ3218970

Roland Günther

Publication date: 1983

Published in: Series Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888308801733

zbMATH Keywords

time seriesrecursive estimationadaptive proceduresautoregressive and moving average processesconvergent sequences of estimators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

This page was built for publication: On the convergence of some adaptive estimation procedures