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Sequential Analysis
Design Methods and Applications
Volume 22, 2003 - Issue 1-2
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Original Articles

On Uniform Asymptotic Normality of Sequential Estimators for the Parameters in a Stable AR(1)

L. Galtchouk IRMA, Département de Mathématiques, Université de Strasbourg, Strasbourg Cedex, FranceCorrespondence[email protected]
&
V. Konev Department of Applied Mathematics and Cybernetics, Tomsk Univeristy, Tomsk, RussiaCorrespondence[email protected]
Pages 31-54 | Received 01 Apr 2001, Published online: 17 Aug 2006

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T.N. Sriram & Ross Iaci. (2014) Authors' Response. Sequential Analysis 33:2, pages 194-204.
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LeonidI. Galtchouk. (2014) Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci. Sequential Analysis 33:2, pages 161-164.
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L. Galtchouk & V. Konev. (2011) On Asymptotic Normality of Sequential LS-Estimates of Unstable Autoregressive Processes. Sequential Analysis 30:2, pages 117-144.
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Leonid Galtchouk & Victor Konev. (2006) Sequential Estimation of the Parameters in Unstable AR(2). Sequential Analysis 25:1, pages 25-43.
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Articles from other publishers (2)

Kohtaro Hitomi, Keiji Nagai, Yoshihiko Nishiyama & Junfan Tao. 2023. Essays in Honor of Joon Y. Park: Econometric Theory. Essays in Honor of Joon Y. Park: Econometric Theory 115 153 .
Abdelnasser Dahmani & Megdouda Tari. (2005) Bernstein–Frechet inequalities for the parameter of the first order autoregressive process. Comptes Rendus Mathematique 340:4, pages 309-314.
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