Asymptotics of minimax mean-square risk of statistical estimators of spectral density parameters (Q1104007)
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scientific article; zbMATH DE number 4054853
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| English | Asymptotics of minimax mean-square risk of statistical estimators of spectral density parameters |
scientific article; zbMATH DE number 4054853 |
Statements
Asymptotics of minimax mean-square risk of statistical estimators of spectral density parameters (English)
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1986
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asymptotically minimax estimator
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uniform asymptotic normality condition
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real zero mean Gaussian time-series
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spectral density
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maximum likelihood estimator
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mean square risk
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0.8577923774719238
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