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

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Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary
October 15, 2014 10:45–11:25, Moscow, Steklov Mathematical Institute of RAS

On asymptotic normality of sequential LS-estimates for unstable autoregressive processes AR(p)

L. I. Galtchouk

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	Flash Video	1,722.8 Mb
	Flash Video	287.3 Mb
	MP4	1,095.9 Mb

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L. I. Galtchouk

Language: English

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