On guaranteed estimation of the mean of an autoregressive process
type: Item
instance of: scholarly article
title: On guaranteed estimation of the mean of an autoregressive process
zbMATH Open document ID: 0887.62087
published in: The Annals of Statistics
publication date: 1998-01-08T00:00:00Z
Mathematics Subject Classification ID: 62L12
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 1093140
zbMATH Keywords: autoregression
zbMATH Keywords: fixed-precision estimators
zbMATH Keywords: nuisance parameters
zbMATH Keywords: uniform asymptotic normality
zbMATH Keywords: asymptotic minimaxity
author: Victor Konev
author: Serguei Pergamenchtchikov
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1069362391
OpenAlex ID: W1970001788
DOI: 10.1214/AOS/1069362391
description: scientific article; zbMATH DE number 1093140