Adaptive estimation in noncausal stationary AR processes (Q1317262)

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Adaptive estimation in noncausal stationary AR processes
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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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