Minimax estimation for time series models (Q2070661)

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Minimax estimation for time series models
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    Minimax estimation for time series models (English)
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    24 January 2022
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    minimax estimator
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    prediction error
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    vector autoregressive model
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    Whittle estimator
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    Jeffreys' prior
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    Bayes estimator
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    risk function
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