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Non-asymptotic distribution of the sequential estimates of parameters in a first-order unstable autoregression with unknown mean

Non-asymptotic distribution of the sequential estimates of parameters in a first-order unstable autoregression with unknown mean

Bibliographic Details
Published in:Международная научная конференция "Робастная статистика и финансовая математика - 2017" (03-05 июля 2017 г.) : сборник статей С. 17-23
Main Author: Konev, Victor V.
Other Authors: Nazarenko, Bogdan N.
Format: Book Chapter
Language:English
Subjects:
авторегрессия первого порядка
асимптотическая нормальность
гауссовский шум
статьи в сборниках
Online Access:http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000620488
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