Adaptive estimation for an extension of the autoregressive time series model

DOI10.1080/02331888808802128zbMath0668.62060OpenAlexW2041191797MaRDI QIDQ3821439

Roland Günther

Publication date: 1988

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888808802128

zbMATH Keywords

autoregressive modelsalmost sure convergencemean square convergencetime series modelexogenous variablesadaptive estimation procedures

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

Adaptive estimation and prediction for an extension of the antoregressive multiple time series model

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Recursive computation of M-estimates for the parameters of a finite autoregressive process
• The convergence of some recursion
• The Fitting of Time-Series Models

This page was built for publication: Adaptive estimation for an extension of the autoregressive time series model