Minimax estimation for time series models (Q2070661)
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scientific article; zbMATH DE number 7462406
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax estimation for time series models |
scientific article; zbMATH DE number 7462406 |
Statements
Minimax estimation for time series models (English)
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24 January 2022
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minimax estimator
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prediction error
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vector autoregressive model
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Whittle estimator
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Jeffreys' prior
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Bayes estimator
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risk function
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