Sequential fixed accuracy estimation for nonstationary autoregressive processes
For an autoregressive process of order p, the paper proposes new sequential estimates for the unknown parameters based on the least squares (LS) method. The sequential estimates use p stopping rules for collecting the data and presumes a special modification the sample Fisher information matrix in t...
| Опубликовано в: : | Annals of the Institute of Statistical Mathematics Vol. 72, № 1. P. 235-264 |
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| Формат: | Статья в журнале |
| Язык: | English |
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| Online-ссылка: | http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000674137 Перейти в каталог НБ ТГУ |