On Asymptotic Normality of Sequential LS-Estimates of Unstable Autoregressive Processes
Work
Year: 2011
Type: article
Abstract: For estimating the unknown parameters in an unstable autoregressive AR(p), the article proposes sequential least squares estimates (LSEs) with a special stopping time defined by the trace of the obse... more
Source: Sequential Analysis
Authors Leonid Galtchouk, Victor Konev
Cites: 18
Cited by: 1
Related to: 10
FWCI:
Citation percentile (by year/subfield): 46.36
Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green