On Sequential Least Squares Estimates of Autoregressive Parameters

DOI10.1080/07474940500310932zbMath1080.62055OpenAlexW2099433114MaRDI QIDQ5711145

Leonid I. Galtchouk, Victor Konev

Publication date: 9 December 2005

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

Full work available at URL: https://doi.org/10.1080/07474940500310932

zbMATH Keywords

stopping timesguaranteed precisionautoregressionsequential procedureleast-squares estimatesstochastic regression

Mathematics Subject Classification ID

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

Related Items (1)

ON SEQUENTIAL ESTIMATION OF A PERIODIC SIGNAL ON THE BACKGROUND OF AN AUTOREGRESSIVE NOISE

Cites Work

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