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Sequential estimation of the mean in a random coefficient autoregressive model with beta marginals

✍ Scribed by Adam T. Martinsek

Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
102 KB
Volume
51
Category
Article
ISSN
0167-7152

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✦ Synopsis

Random coe cient autoregressive processes with beta marginals provide a useful family of models for data that are both bounded and dependent over time. We obtain results on sample-size e cient sequential estimation of the mean for such processes.

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