Estimators with prescribed Precision in Stochastic regression models

DOI10.1080/07474949508836330zbMath0838.62072OpenAlexW1990789868MaRDI QIDQ4865160

Tze Leung Lai, Victor Konev

Publication date: 6 June 1996

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

Full work available at URL: https://doi.org/10.1080/07474949508836330

zbMATH Keywords

stopping rulesautoregressionmean squared errorsleast squares estimatesstochastic regression modelsmartingale structurefixed precision estimatorsmultidimensional stochastic regressors

Mathematics Subject Classification ID

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

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Cites Work

• Fixed accuracy estimation of an autoregressive parameter
• Asymptotically Efficient Self-Tuning Regulators
• Sequential estimation of the autoregressive parameter in a first order autoregressive process
• ON Optimality the Feosd-Accuracy Estimate Op Theparameter In Ah Explosive Autoregressive Process Op The First Order