Geodesic
On reparametrization and asymptotically optimal minimax estimation in a generalized autoregressive model
S.M. Pergamentshikov1 ; A.N. Shiryaev1
1 Steklov Mathematical Institute
Annales Fennici Mathematici, Tome 17 (1992) no. 1, pp. 111-116.

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DOI : 10.5186/aasfm.1992.1714

S.M. Pergamentshikov 1 ; A.N. Shiryaev 1

1 Steklov Mathematical Institute 
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S.M. Pergamentshikov; A.N. Shiryaev. On reparametrization and asymptotically optimal minimax estimation in a generalized autoregressive model. Annales Fennici Mathematici, Tome 17 (1992) no. 1, pp. 111-116. doi : 10.5186/aasfm.1992.1714. http://geodesic.mathdoc.fr/articles/10.5186/aasfm.1992.1714/

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