Adaptive estimation in noncausal stationary AR processes (Q1317262)
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scientific article; zbMATH DE number 528657
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| default for all languages | No label defined |
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| English | Adaptive estimation in noncausal stationary AR processes |
scientific article; zbMATH DE number 528657 |
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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0.8322461843490601
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0.8124581575393677
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0.8124581575393677
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0.8087807893753052
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