Minimax estimation for time series models
type: Item
instance of: scholarly article
title: Minimax estimation for time series models
zbMATH Open document ID: 1478.62261
author: Yan Liu
author: Masanobu Taniguchi
published in: Metron
publication date: 2022-01-24T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62C20
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7462406
zbMATH Keywords: minimax estimator
zbMATH Keywords: prediction error
zbMATH Keywords: vector autoregressive model
zbMATH Keywords: Whittle estimator
zbMATH Keywords: Jeffreys' prior
zbMATH Keywords: Bayes estimator
zbMATH Keywords: risk function
MaRDI profile type: Publication
full work available at URL: s40300-021-00217-6
OpenAlex ID: W3174947331
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DOI: 10.1007/S40300-021-00217-6
description: scientific article; zbMATH DE number 7462406