Sequential Generlized Least squares Estimator For An Autoressive parameter
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Publication:4351751
DOI10.1080/07474949708836371zbMath0879.62072OpenAlexW2049506273MaRDI QIDQ4351751
Alexei Dmitrienko, Victor Konev, Serguei Pergamenchtchikov
Publication date: 28 August 1997
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474949708836371
generalized least squares estimatorasymptotic minimaxityuniform asymptotic normalityfixed accuracy estimation
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential estimation (62L12)
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Cites Work
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