@article{AFM_1992_17_1_a13,
     author = {S.M. Pergamentshikov and A.N. Shiryaev},
     title = {On reparametrization and asymptotically optimal minimax estimation in a generalized autoregressive model},
     journal = {Annales Fennici Mathematici},
     pages = {111--116},
     publisher = {mathdoc},
     volume = {17},
     number = {1},
     year = {1992},
     doi = {10.5186/aasfm.1992.1714},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.5186/aasfm.1992.1714/}
}