On reparametrization and asymptotically optimal minimax estimation in a generalized autoregressive model

Authors

  • S.M. Pergamentshikov Steklov Mathematical Institute
  • A.N. Shiryaev Steklov Mathematical Institute
DOI: https://doi.org/10.5186/aasfm.1992.1714
Issue
Vol. 17 No. 1 (1992): Volume 17, 1992
Section
Article

Published

1992-02-01

How to Cite

Pergamentshikov, S., & Shiryaev, A. (1992). On reparametrization and asymptotically optimal minimax estimation in a generalized autoregressive model. Annales Fennici Mathematici, 17(1), 111–116. https://doi.org/10.5186/aasfm.1992.1714

Copyright (c) 1992 The Finnish Mathematical Society

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