Sequential estimation for time series regression models

Journal of Statistical Planning and Inference

Volumn 123, Issue 2, 2004, Pages 295-312

  Shiohama, Takayuki ^a   Taniguchi, Masanobu ^b  

^a HITOTSUBASHI UNIVERSITY   (Japan)

^b WASEDA UNIVERSITY   (Japan)

Author keywords

Least squares estimator; Linear process; Sequential procedure; Stopping rule; Time series regression model

Indexed keywords

EID: 2142697154     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-3758(03)00153-8     Document Type: Article

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