Asymptotic minimax results for stochastic process families with critical points
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference19 articles.
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3. Asymptotic inference for nearly nonstationary AR(1) processes;Chan;Ann. Statist.,1987
4. Uniform weak convergence of semimartingales with application to estimation in an autoregressive model of first order;Greenwood,1989
5. Asymptotic minimaxity of a sequential estimator for a first-order autoregressive model;Greenwood;Stochastics and Stochastics Reports,1992
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