Adaptive estimation in noncausal stationary AR processes (Q1317262)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Adaptive estimation in noncausal stationary AR processes |
scientific article; zbMATH DE number 528657
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive estimation in noncausal stationary AR processes |
scientific article; zbMATH DE number 528657 |
Statements
Adaptive estimation in noncausal stationary AR processes (English)
0 references
20 July 1994
0 references
locally asymptotically minimax estimators
0 references
noncausal filtering
0 references
stationary \(\text{AR} (p)\) process
0 references
asymptotic minimax bounds
0 references
LAN properties
0 references
causality
0 references
noncausality
0 references
adaptive efficient estimation
0 references
scaling factor
0 references
hardest one-dimensional subproblem
0 references
