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Second-order analysis of regret for sequential estimation of the autoregressive parameter in a first-order autoregressive model |
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| Authors: | T N Sriram S Yaser Samadi |
| Affiliation: | 1. Department of Statistics, University of Georgia, Athens, Georgia, USA;2. tn@uga.edu;4. Department of Mathematics, Southern Illinois University, Carbondale, Illinois, USA |
| Abstract: | |
| Keywords: | Best fixed sample size least squares estimator martingale point estimation regret stopping rule |