WEAKLY ADAPTIVE ESTIMATORS IN EXPLOSIVE AUTOREGRESSION

被引：10

作者：

KOUL, HL ^{[1
]}

PFLUG, GC ^{[1
]}

机构：

[1] UNIV VIENNA,INST STAT & INFORMAT,A-1010 VIENNA,AUSTRIA

来源：

关键词：

D O I：

10.1214/aos/1176347634

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：939 / 960

页数：22

共 16 条

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[10] Levit B. Ya., 1975, Theory of Probability and Its Applications, V20, P723, DOI 10.1137/1120081