Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises
The article considers the problem of estimating linear parameters in stochastic regression models with Gaussian noises, such as an autoregression of the first order, threshold autoregression, and some others. We propose the non-asymptotic technique for constructing a fixed-size confidence region for...
| Published in: | Sequential Analysis Vol. 36, № 1. P. 55-75 |
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| Format: | Article |
| Language: | English |
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| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000616079 Перейти в каталог НБ ТГУ |