Asymptotic minimaxity of a sequential estimator for a first order autoregressive model (Q3991735)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic minimaxity of a sequential estimator for a first order autoregressive model |
scientific article |
Statements
Asymptotic minimaxity of a sequential estimator for a first order autoregressive model (English)
0 references
28 June 1992
0 references
uniform accuracy
0 references
method of least squares
0 references
uniform asymptotic normality
0 references
weak convergence of statistical experiments
0 references
first order autoregressive model
0 references
convergence of Hellinger processes
0 references
sequential maximum likelihood estimates
0 references
Gaussian noise
0 references
asymptotic minimax property
0 references
