18 citations to 10.1080/17442509208833745 (Crossref Cited-By Service)
  1. V. V. Konev, “On one property of martingales with conditionally Gaussian increments and its application in the theory of nonasymptotic inference”, Dokl. Math., 94, no. 3, 2016, 676  crossref
  2. Debasis Bhattacharya, George G. Roussas, From Statistics to Mathematical Finance, 2017, 317  crossref
  3. A. A. Gushchin, “On Asymptotic Optimality of Estimators of Parameters under the LAQ Condition”, Theory Probab. Appl., 40, no. 2, 1996, 261  crossref
  4. L. Galtchouk, V. Konev, “On Uniform Asymptotic Normality of Sequential Estimators for the Parameters in a Stable AR(1)”, Sequential Analysis, 22, no. 1-2, 2003, 31  crossref
  5. L. Galtchouk, V. Konev, “On sequential estimation of parameters in semimartingale regression models with continuous time parameter”, Ann. Statist., 29, no. 5, 2001  crossref
  6. Leonid Galtchouk, Victor Konev, “Sequential Estimation of the Parameters in Unstable AR(2)”, Sequential Analysis, 25, no. 1, 2006, 25  crossref
  7. Victor V. Konev, Sergey E. Vorobeychikov, “Non-asymptotic confidence estimation of the parameters in stochastic regression models with Gaussian noises”, Sequential Analysis, 36, no. 1, 2017, 55  crossref
  8. P.E Greenwood, W Wefelmeyer, “Asymptotic minimax results for stochastic process families with critical points”, Stochastic Processes and their Applications, 44, no. 1, 1993, 107  crossref
  9. Victor Konev, Alain Le Breton, “Guaranteed parameter estimation in a first order autoregressive progress with infinite variance”, Sequential Analysis, 19, no. 1-2, 2000, 25  crossref
  10. T.N. Sriram, “Fixed size confidence regions for parameters of threshold AR(1) models”, Journal of Statistical Planning and Inference, 97, no. 2, 2001, 293  crossref
1
2
Next