scientific article; zbMATH DE number 721884

zbMath0809.62072MaRDI QIDQ4322834

Albert N. Shiryaev, Vladimir Spokoiny

Publication date: 13 February 1995

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

asymptotic normalitysequential maximum likelihood estimatorautoregressive model of the first orderstopped stochastic Fisher information

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Sequential estimation (62L12)

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