Nonasymptotic bounds for autoregressive time series modeling.
type: Item
instance of: scholarly article
title: Nonasymptotic bounds for autoregressive time series modeling.
zbMATH Open document ID: 1041.62074
author: Alexander Goldenshluger
author: Assaf Zeevi
published in: The Annals of Statistics
publication date: 2002-11-14T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 1829019
zbMATH Keywords: autoregressive approximation
zbMATH Keywords: minimax risk
zbMATH Keywords: rates of convergence
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1009210547
OpenAlex ID: W1523507525
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DOI: 10.1214/AOS/1009210547
description: scientific article; zbMATH DE number 1829019