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Sequential estimation for dependent observations with an application to non-standard autoregressive processes

, , and . Stochastic Processes and their Applications, 35 (1): 149--168 (June 1990)

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Tail expansions for the distribution of the maximum of a random walk with negative drift and regularly varying increments, , and . Stochastic Processes and their Applications, 117 (12): 1835--1847 (December 2007)A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence, and . Journal of Statistical Planning and Inference, 70 (2): 287--299 (Jul 15, 1998)Sequential estimation for dependent observations with an application to non-standard autoregressive processes, , and . Stochastic Processes and their Applications, 35 (1): 149--168 (June 1990)Second-order expansion for the maximum of some stationary Gaussian sequences, and . Stochastic Processes and their Applications, 110 (2): 315--342 (April 2004)