On guaranteed estimation of the mean of an autoregressive process
Work
Year: 1997
Type: article
Abstract: This paper considers the problem of sequential point estimation of the mean of a stable autoregressive process with unknown scale and autoregressive parameters. The construction of a sequential proced... more
Source: The Annals of Statistics
Authors Victor Konev, S. M. Pergamenshchikov
Institution National Research Tomsk State University
Cites: 33
Cited by: 14
Related to: 10
FWCI:
Citation percentile (by year/subfield): 69.66
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze