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

Författare

  • S.M. Pergamentshikov Steklov Mathematical Institute
  • A.N. Shiryaev Steklov Mathematical Institute

DOI:

https://doi.org/10.5186/aasfm.1992.1714

Nedladdningar

Publicerad

1992-02-01

Nummer

Vol 17 Nr 1 (1992): Volume 17, 1992

Sektion

Article

Licens

Copyright (c) 1992 The Finnish Mathematical Society

Creative Commons-license

Det här verket är licensierat under en Creative Commons Erkännande 4.0 Internationell-licens.

Referera så här

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