On uniform asymptotic normality of sequential estimates of the parameters in unstable autoregression
The paper proposes new sequential least squares estimates for the parameters in autoregressive processes of order đť‘ť. The construction of the procedure, in contrast to those known in the literature, makes use of only one least squares estimate (LSE) for the vector of unknown parameter for any...
| Published in: | МеждŃнародная наŃчная конференция "РобаŃтная ŃтатиŃтика и финанŃовая математика - 2018" (09-11 июля 2018 Đł.) : Ńборник Ńтатей С. 38-47 |
|---|---|
| Main Author: | |
| Other Authors: | |
| Format: | Book Chapter |
| Language: | English |
| Subjects: | |
| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000649668 Перейти в каталог НБ ТГУ |