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Estimation of the Parameters Involved in a First-Order Autoregressive Process for Contemporary Groups

โœ Scribed by Wade, K.M.; Quaas, R.L.; Van Vleck, L.D.

Book ID
123234174
Publisher
American Dairy Science Association
Year
1993
Tongue
English
Weight
655 KB
Volume
76
Category
Article
ISSN
0022-0302

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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. (~