Fixed accuracy estimation of an autoregressive parameter
type: Item
instance of: scholarly article
title: Fixed accuracy estimation of an autoregressive parameter
zbMATH Open document ID: 0519.62076
author: Tze Leung Lai
author: David Siegmund
published in: The Annals of Statistics
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62L12
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 3822962
zbMATH Keywords: accuracy estimation
zbMATH Keywords: first order non-explosive autoregressive process
zbMATH Keywords: stopping rule
zbMATH Keywords: least squares estimator
zbMATH Keywords: normal residuals
zbMATH Keywords: Fisher information
zbMATH Keywords: uniform asymptotic normality
zbMATH Keywords: Monte Carlo simulations
zbMATH Keywords: uniform consistency
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176346154
OpenAlex ID: W2082663820
DOI: 10.1214/AOS/1176346154
description: scientific article; zbMATH DE number 3822962