Galtchouk, Leonid
- On asymptotic normality of sequential LS-estimates of unstable autoregressive processes
2008/10/06 by Leonid Galtchouk, Galtchouk, Leonid, Victor Konev +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Engineering · Mathematics · #62L10 #62L12 #Advanced Statistical Process Monitoring #Control Systems and Identification #FOS: Mathematics #Financial Risk and Volatility Modeling #Statistics Theory (math.ST) #math.ST #msc:62L10 #msc:62L12 #stat.TH