On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\))
type: Item
instance of: scholarly article
title: On uniform asymptotic normality of sequential least squares estimators for the parameters in a stable AR(\(p\))
zbMATH Open document ID: 1110.62107
DOI: 10.1016/S0047-259X(03)00081-2
published in: Journal of Multivariate Analysis
publication date: 2004-11-23T00:00:00Z
Mathematics Subject Classification ID: 62L12
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 2117824
zbMATH Keywords: Autoregressive process
zbMATH Keywords: Least-squares estimator
zbMATH Keywords: Sequential estimation
zbMATH Keywords: Uniform asymptotic normality
author: L. Galtchouk
author: Victor Konev
MaRDI profile type: Publication
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full work available at URL: s0047-259x(03)00081-2
OpenAlex ID: W2038420431
description: scientific article; zbMATH DE number 2117824