Sequential estimation of the autoregressive parameters in ar(p) model
Author:
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/07474949708836370
Reference19 articles.
1. Optimality of the Maximum Likelihood Estimator in AR (p) Model Under a General Set-Up of the Roots
2. On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
3. Moments of Randomly Stopped Sums
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