Higher‐order asymptotics of minimax estimators for time series

DOI10.1111/jtsa.12661OpenAlexW4283220253MaRDI QIDQ6135343

Masanobu Taniguchi, Yan Liu, Xiaofei Xu

Publication date: 24 August 2023

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12661

zbMATH Keywords

Bayes estimatorspectral densityGaussian stationary processminimax estimatorWhittle likelihoodsecond-order bias

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Inference from stochastic processes (62Mxx)

Cites Work

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