Asymptotic expansions in sequential estimation of an autoregressive parameter
type: Item
instance of: scholarly article
title: Asymptotic expansions in sequential estimation of an autoregressive parameter
zbMATH Open document ID: 0816.62069
published in: Mathematical Methods of Statistics
publication date: 1994-10-10T00:00:00Z
Mathematics Subject Classification ID: 62L12
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 635783
zbMATH Keywords: asymptotic expansions
zbMATH Keywords: sequential least squares estimator
zbMATH Keywords: autoregressive parameter
zbMATH Keywords: first order ergodic autoregressive model
zbMATH Keywords: splitting technique
zbMATH Keywords: general state space Harris recurrent Markov chains
zbMATH Keywords: randomly stopped sequences
zbMATH Keywords: record regeneration
author: Vsevolod K. Malinovskii
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 635783