๐”– Bobbio Scriptorium
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Comments on "On estimating the orders of an autoregressive process"

โœ Scribed by B. Porat


Book ID
126758341
Publisher
IEEE
Year
1982
Tongue
English
Weight
194 KB
Volume
27
Category
Article
ISSN
0018-9286

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On exponential rates of estimators of th
โœ Yoshihide Kakizawa ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 354 KB

A closed-form expression for the exponential rate of an estimator in the Gaussian AR(1) process is obtained. This shows that the exponential rates of several famous estimators are all identical. Further it is shown that mean-correction does not affect the large deviation asymptotics. (~