๐”– Bobbio Scriptorium
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One universally efficient estimation of the first-order autoregressive parameter and universal data compression

โœ Scribed by Merhav, N.; Ziv, J.


Book ID
114540678
Publisher
IEEE
Year
1990
Tongue
English
Weight
746 KB
Volume
36
Category
Article
ISSN
0018-9448

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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. (~