Adaptive Estimation in Noncausal Stationary AR Processes
Work
Year: 1993
Type: article
Abstract: We consider the estimation problem of the parameter $b$ of a stationary AR($p$) process without any of the usual causality assumptions. The aim of the paper is to derive asymptotic minimax bounds for ... more
Source: The Annals of Statistics
Author Élisabeth Gassiat
Cites: 15
Cited by: 10
Related to: 10
FWCI:
Citation percentile (by year/subfield): 62.82
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze