Truncated sequential estimation of the parameters in a random regression

DOI10.1080/07474949008836194zbMath0698.62080OpenAlexW2034409931MaRDI QIDQ3476156

Serguei Pergamenchtchikov, Victor Konev

Publication date: 1990

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949008836194

zbMATH Keywords

least squares estimatorautoregression processfixed-accuracy estimationmean square accuracyasymptotic normality of the stopping timetruncated sequential procedure

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Sequential estimation (62L12)

Related Items (6)

Truncated estimation of ratio statistics with application to heavy tail distributions ⋮ A truncated estimation method with guaranteed accuracy ⋮ Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series ⋮ Guaranteed Estimation of Logarithmic Density Derivative by Dependent Observations ⋮ Non-Parametric Sequential Estimation of a Regression Function Based on Dependent Observations ⋮ On Optimal Adaptive Prediction of Multivariate Autoregression

Cites Work

• Fixed accuracy estimation of an autoregressive parameter
• On the duration of sequential estimation of parameters of stochastic processes in discretetime
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Truncated sequential estimation of the parameters in a random regression