"It is an interesting, welcome addition to the literature, and it contains many new insights. I congratulate the authors for writing this comprehensive monograph on a difficult subject." Mathematical Reviews, 2001

• Statistical experiments and their comparison; convergence of statistical experiments; (y,I)-models; convergence to (y,I)-models; local convergence of statistical experiments and global estimation; statistical inference for autoregressive models of the first order.

"It is an interesting, welcome addition to the literature, and it contains many new insights. I congratulate the authors for writing this comprehensive monograph on a difficult subject." Mathematical Reviews, 2001

• Statistical experiments and their comparison; convergence of statistical experiments; (y,I)-models; convergence to (y,I)-models; local convergence of statistical experiments and global estimation; statistical inference for autoregressive models of the first order.

"It is an interesting, welcome addition to the literature, and it contains many new insights. I congratulate the authors for writing this comprehensive monograph on a difficult subject." Mathematical Reviews, 2001

• Statistical experiments and their comparison; convergence of statistical experiments; (y,I)-models; convergence to (y,I)-models; local convergence of statistical experiments and global estimation; statistical inference for autoregressive models of the first order.