Sequential estimation for time series regression models
type: Item
instance of: scholarly article
title: Sequential estimation for time series regression models
zbMATH Open document ID: 1045.62076
DOI: 10.1016/S0378-3758(03)00153-8
author: Takayuki Shiohama
author: Masanobu Taniguchi
published in: Journal of Statistical Planning and Inference
publication date: 2004-08-19T00:00:00Z
Mathematics Subject Classification ID: 62L12
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 2092976
zbMATH Keywords: Sequential procedure
zbMATH Keywords: Time series regression model
zbMATH Keywords: Least-squares estimator
zbMATH Keywords: Stopping rule
zbMATH Keywords: Linear process
MaRDI profile type: Publication
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full work available at URL: s0378-3758(03)00153-8
OpenAlex ID: W2078054310
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description: scientific article; zbMATH DE number 2092976