On guaranteed estimation of the mean of an autoregressive process
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Publication:1374231
DOI10.1214/AOS/1069362391zbMath0887.62087OpenAlexW1970001788MaRDI QIDQ1374231
Victor Konev, Serguei Pergamenchtchikov
Publication date: 8 January 1998
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1069362391
nuisance parametersautoregressionasymptotic minimaxityuniform asymptotic normalityfixed-precision estimators
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential estimation (62L12)
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