Asymptotic minimaxity of a sequential estimator for a first order autoregressive model (Q3991735)
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scientific article; zbMATH DE number 37471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic minimaxity of a sequential estimator for a first order autoregressive model |
scientific article; zbMATH DE number 37471 |
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Asymptotic minimaxity of a sequential estimator for a first order autoregressive model (English)
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28 June 1992
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uniform accuracy
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method of least squares
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uniform asymptotic normality
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weak convergence of statistical experiments
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first order autoregressive model
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convergence of Hellinger processes
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sequential maximum likelihood estimates
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Gaussian noise
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asymptotic minimax property
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