One universally efficient estimation of the first-order autoregressive parameter and universal data compression
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Publication:3492698
DOI10.1109/18.59925zbMath0709.62081OpenAlexW2097139034MaRDI QIDQ3492698
Publication date: 1990
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/18.59925
Fisher informationuniversal codingCramér-Rao boundautoregressive processstochastic difference equationasymptotically efficient estimationfirst order autoregressive modeldriving noiseuniversal estimationuniversal data compressionuniversal nearly efficient estimatoruniversal tests for randomness
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