ON RISSANEN'S LOWER BOUND ON THE ACCUMULATED MEAN-SQUARE PREDICTION ERROR (Q3768224)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON RISSANEN'S LOWER BOUND ON THE ACCUMULATED MEAN-SQUARE PREDICTION ERROR |
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ON RISSANEN'S LOWER BOUND ON THE ACCUMULATED MEAN-SQUARE PREDICTION ERROR (English)
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1987
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autoregressive processes
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lower bound
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accumulated mean square prediction error
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Gaussian AR process
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Cramér-Rao bound
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Fisher's bound on asymptotic variances
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nonaccumulated prediction errors
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