Minimax estimation for time series models

Author:

Liu YanORCID,Taniguchi Masanobu

Funder

Japan Society for the Promotion of Science

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Reference13 articles.

1. Anderson, T.W.: The Statistical Analysis of Time Series. Wiley, New York (1971)

2. Brillinger, D.R.: Time Series: Data and Theory, vol. 36. SIAM, Philadelphia (1981)

3. Fujikoshi, F.: Asymptotic expansions for the distributions of some multivariate tests. In: Krishnaiah, P.R. (ed.) Multivariate Analysis IV. North-Holland, Amsterdam (1977)

4. Hogg, R.V., Mckean, J.W., Craig, A.T.: Introduction to Mathematical Statistics, Six Prentice Hall, New Jersey (2005)

5. Hosoya, Y., Taniguchi, M.: A central limit theorem for stationary processes and the parameter estimation of linear processes. Ann. Stat. 10, 132–153 (1982)

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1. Higher‐order asymptotics of minimax estimators for time series;Journal of Time Series Analysis;2022-07-07

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