ON Optimality the Feosd-Accuracy Estimate Op Theparameter In Ah Explosive Autoregressive Process Op The First Order
DOI10.1080/07474949308836269zbMath0774.62090OpenAlexW2082667947MaRDI QIDQ4036028
Serguei Pergamenchtchikov, Victor Konev
Publication date: 16 May 1993
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474949308836269
asymptotic optimalitystopping timesloss functionsuniform asymptotic normalityexplosive autoregressive process of the first orderfixed accuracy estimatesequential modification of the least squares estimate
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential estimation (62L12)
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