V. Konev, S. Pergamenshchikov, “Sequential Estimation in Stochastic Approximation Problem with Autoregressive Errors in Observations”, Sequential Analysis, 22, № 1-2, 2003, 1
Leonid Galtchouk, Victor Konev, “Sequential Estimation of the Parameters in Unstable AR(2)”, Sequential Analysis, 25, № 1, 2006, 25
Leonid Galtchouk, Victor Konev, “On Sequential Least Squares Estimates of Autoregressive Parameters”, Sequential Analysis, 24, № 4, 2005, 335
Zaid Harchaoui, Anatoli Juditsky, Arkadi Nemirovski, Dmitrii Ostrovskii, 425, Foundations of Modern Statistics, 2023, 3
Victor Konev, Alain Le Breton, “Guaranteed parameter estimation in a first order autoregressive progress with infinite variance”, Sequential Analysis, 19, № 1-2, 2000, 25
L. Galtchouk, V. Konev, “On sequential estimation of parameters in semimartingale regression models with continuous time parameter”, Ann. Statist., 29, № 5, 2001
Norbert Christopeit, Michael Massmann, “Estimating Structural Parameters in Regression Models with Adaptive Learning”, SSRN Journal, 2013
L. Galtchouk, V. Konev, “On Uniform Asymptotic Normality of Sequential Estimators for the Parameters in a Stable AR(1)”, Sequential Analysis, 22, № 1-2, 2003, 31
Yongcheng Qi, “On asymptotic normality of sequential estimators for branching processes with immigration”, Journal of Statistical Planning and Inference, 137, № 9, 2007, 2892
Joop Mijnheer, Asymptotic Methods in Probability and Statistics with Applications, 2001, 425