Showing papers by "Central Economics and Mathematics Institute published in 1993"
TL;DR: The unif orm asymptotic normality of the fixed accuracy estimate for the parameter in the explosive autoregressive process of the first order was established in this article.
Abstract: The unif orm asymptotic normality of the fixed accuracy estimate for the parameter in explosive autoregressive process of the first order is established. The asymptotic optimality of the estimate inminimax sense for sufficiently broad class of loss functions is shown. The f ixed-accuracy estimate is constructed as a sequential modification of the least squares estimate.
6 citations
TL;DR: A social choice function is strongly consistent if, for every preference profile of individuals there exists a strong equilibrium profile as mentioned in this paper, and such an equilibrium preference profile is constructed with the help of an elimination procedure of bad alternatives.
3 citations