Higher‐order asymptotics of minimax estimators for time series (Q6135343)
From MaRDI portal
scientific article; zbMATH DE number 7731470
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher‐order asymptotics of minimax estimators for time series |
scientific article; zbMATH DE number 7731470 |
Statements
Higher‐order asymptotics of minimax estimators for time series (English)
0 references
24 August 2023
0 references
Gaussian stationary process
0 references
spectral density
0 references
Bayes estimator
0 references
second-order bias
0 references
minimax estimator
0 references
Whittle likelihood
0 references
0 references
0 references
0 references
0 references
