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On exponential rates of estimators of the parameter in the first-order autoregressive process

✍ Scribed by Yoshihide Kakizawa

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
354 KB
Volume
38
Category
Article
ISSN
0167-7152

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✦ Synopsis

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. (~

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Two methods are presented for the quick estimation of kinetic parameters for a compartment with an exponential absorption rate and a first-order elimination rate. The first method is by direct computation from the observed levels of substance in the compartment at times t. 2t, and 3t, where t is arb