One universally efficient estimation of the first-order autoregressive parameter and universal data compression (Q3492698)

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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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