On Uniform Asymptotic Normality of Sequential Estimators for the Parameters in a Stable AR(1)
Author:
Publisher
Informa UK Limited
Subject
Modelling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1081/SQA-120022082
Reference18 articles.
1. Fixed Accuracy Estimation of an Autoregressive Parameter
2. Asymptotic minimaxity of a sequential estimator for a first order autoregressive model
3. On sequential estimation of an autoregressive parameter
4. Sequential Estimation of the Mean of a First-Order Stationary Autoregressive Process
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1. A Sequential Test For a Unit Root in Monitoring a p-th Order Autoregressive Process;Advances in Econometrics;2023-04-24
2. Authors' Response;Sequential Analysis;2014-04-03
3. Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci;Sequential Analysis;2014-04-03
4. On Asymptotic Normality of Sequential LS-Estimates of Unstable Autoregressive Processes;Sequential Analysis;2011-04
5. Sequential Estimation of the Parameters in Unstable AR(2);Sequential Analysis;2006-05
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