Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes
type: Item
instance of: scholarly article
title: Sequential estimation for dependent oberservations with an application to non-standard autoregressive processes
zbMATH Open document ID: 0701.62083
DOI: 10.1016/0304-4149(90)90129-G
author: W. P. McCormick
author: T. N. Sriram
author: I. V. Basawa
published in: Stochastic Processes and their Applications
publication date: 1990-01-01T00:00:00Z
Mathematics Subject Classification ID: 62L12
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 4149407
zbMATH Keywords: asymptotic relative efficiency
zbMATH Keywords: reverse submartingale
zbMATH Keywords: uniform integrability
zbMATH Keywords: dependent observations
zbMATH Keywords: non-standard first order autoregressive process
zbMATH Keywords: Weibull errors
zbMATH Keywords: extreme value estimator
zbMATH Keywords: least squares estimator
zbMATH Keywords: asymptotic risk accuracy
zbMATH Keywords: expected sample size
MaRDI profile type: Publication
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full work available at URL: 0304-4149(90)90129-g
OpenAlex ID: W2071818503
description: scientific article; zbMATH DE number 4149407