Adaptive estimation in noncausal stationary AR processes
type: Item
instance of: scholarly article
title: Adaptive estimation in noncausal stationary AR processes
zbMATH Open document ID: 0791.62089
published in: The Annals of Statistics
publication date: 1994-07-20T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 528657
zbMATH Keywords: locally asymptotically minimax estimators
zbMATH Keywords: noncausal filtering
zbMATH Keywords: stationary \(\text{AR} (p)\) process
zbMATH Keywords: asymptotic minimax bounds
zbMATH Keywords: LAN properties
zbMATH Keywords: causality
zbMATH Keywords: noncausality
zbMATH Keywords: adaptive efficient estimation
zbMATH Keywords: scaling factor
zbMATH Keywords: hardest one-dimensional subproblem
author: Elisabeth Gassiat
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176349408
OpenAlex ID: W1995965165
DOI: 10.1214/AOS/1176349408
description: scientific article; zbMATH DE number 528657