One universally efficient estimation of the first-order autoregressive parameter and universal data compression (Q3492698)
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English | One universally efficient estimation of the first-order autoregressive parameter and universal data compression |
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One universally efficient estimation of the first-order autoregressive parameter and universal data compression (English)
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1990
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asymptotically efficient estimation
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universal estimation
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Cramér-Rao bound
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Fisher information
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autoregressive process
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universal coding
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stochastic difference equation
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universal nearly efficient estimator
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first order autoregressive model
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driving noise
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universal data compression
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universal tests for randomness
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