scientific article; zbMATH DE number 55168

MaRDI QIDQ4001129zbMATH OpenFDO

Authors Elisabeth Gassiat

Publication date 26 September 1992

zbMATH Keywords

\(LAM\) estimators\(LAN\) propertiesasymptotic minimax bounds for estimatorscausalitylocal asymptotic normalitynoncausalitystationary \(AR(p)\) process

Mathematics Subject Classification ID

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

Recommendations

• Adaptive estimation in noncausal stationary AR processes
• Semi-parametric estimation of a stationary, non-necessary causal AR(P) process with infinite variance
• Consistent estimation for non-Gaussian non-causal autoregressive processes

Cited in

(4)

• Adaptive estimation in noncausal stationary AR processes
• 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

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