Adaptive estimation in noncausal stationary AR processes (Q1317262): Difference between revisions
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| Property / DOI: 10.1214/aos/1176349408 / rank | |||
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| Property / author: Elisabeth Gassiat / rank | |||
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| Property / OpenAlex ID: W1995965165 / rank | |||
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Latest revision as of 18:00, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive estimation in noncausal stationary AR processes |
scientific article |
Statements
Adaptive estimation in noncausal stationary AR processes (English)
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20 July 1994
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locally asymptotically minimax estimators
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noncausal filtering
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stationary \(\text{AR} (p)\) process
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asymptotic minimax bounds
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LAN properties
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causality
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noncausality
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adaptive efficient estimation
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scaling factor
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hardest one-dimensional subproblem
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