Sequential fixed accuracy estimation for nonstationary autoregressive processes

Authors: Konev, Victor V., Nazarenko, Bogdan N.

Source: Annals of the Institute of Statistical Mathematics. 2020. Vol. 72, № 1. P. 235-264

Subject Terms: авторегрессионные процессы, асимптотическая нормальность оценок, метод наименьших квадратов, 0502 economics and business, 05 social sciences, 0101 mathematics, 01 natural sciences

Access URL: https://link.springer.com/article/10.1007/s10463-018-0689-2/tables/4
https://jglobal.jst.go.jp/en/detail?JGLOBAL_ID=202002241774807543
http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000674137