scientific article; zbMATH DE number 55168

zbMATH Open0742.62085MaRDI QIDQ4001129FDOQ4001129

Authors: Elisabeth Gassiat 

Publication date: 26 September 1992

Title of this publication is not available (Why is that?)

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zbMATH Keywords

causalitylocal asymptotic normalitynoncausality\(LAM\) estimators\(LAN\) propertiesasymptotic minimax bounds for estimatorsstationary \(AR(p)\) process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)

Cited In (4)

• Estimation semi-paramétrique d'un modèle autorégressif stationnaire multiindice non nécessairement causal. (Semi-parametric estimation of a stationary, multi-indexed, non necessarily causal autoregressive process)
• Adaptive estimation of causal periodic autoregressive model
• Fitting noncausal autoregressive signal plus noise models to noisy non-Gaussian linear processes
• Adaptive estimation in noncausal stationary AR processes

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