Adaptive estimation in noncausal stationary AR processes (Q1317262): Difference between revisions
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Revision as of 02:55, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive estimation in noncausal stationary AR processes |
scientific article |
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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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