Video library: L. I. Galtchouk, On asymptotic normality of sequential LS-estimates for unstable autoregressive processes AR(p)

VIDEO LIBRARY


Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary October 15, 2014 10:45, Moscow, Steklov Mathematical Institute of RAS

On asymptotic normality of sequential LS-estimates for unstable autoregressive processes AR(p) L. I. Galtchouk
Language: English