Higher‐order asymptotics of minimax estimators for time series (Q6135343)
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scientific article; zbMATH DE number 7731470
Language | Label | Description | Also known as |
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English | Higher‐order asymptotics of minimax estimators for time series |
scientific article; zbMATH DE number 7731470 |
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Higher‐order asymptotics of minimax estimators for time series (English)
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24 August 2023
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Gaussian stationary process
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spectral density
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Bayes estimator
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second-order bias
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minimax estimator
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Whittle likelihood
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