On Universally Efficient Estimation of the First-Order Autoregressive Parameter and Universal Data Compression

IEEE Transactions on Information Theory

Volumn 36, Issue 6, 1990, Pages 1245-1254

  Merhav, Neri ^a   Ziv, Jacob ^b  

^a LUCENT TECHNOLOGIES   (United States)

^b TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

CODES, SYMBOLIC; INFORMATION THEORY--DATA COMPRESSION; PROBABILITY--RANDOM PROCESSES;

AUTOREGRESSIVE MODELS; LINEAR REGRESSION MODEL; LOCATION MODEL; UNIVERSAL CODES;

MATHEMATICAL TECHNIQUES;

EID: 0025517372     PISSN: 00189448     EISSN: 15579654     Source Type: Journal    
DOI: 10.1109/18.59925     Document Type: Article

References (13)

1. C. W. H. Wang, “A minimum distance estimator for first-order autoregressive process,” Ann Statist., vol. 14, no. 3, pp. 1180–1193, 1986.
2. H. L. Koul, “Minimum distance estimation and goodness-of-fit tests in first-order autoregression,” Ann Statist., vol. 14, no. 3, pp. 1194–1213, 1986.
3. L. Denby and R. D. Martin, “Robust estimation of the first-order autoregressive parameter,” J. Amer. Statist. Assoc., vol. 74, pp. 140–146, 1979.
4. P. W. Millar, “Optimal estimation of a general regression function,” Ann. Statist., vol. 10, 1982.
5. R. Beran, “Adaptive estimates for autoregressive processes,” Ann. Inst. Statist. Math., vol. 28, 77–89, 1976.
6. J. P. Kreiss, “On adaptive estimation in stationary ARMA processes,” Ann. Statist., vol. 15, no. 1, 112–133, 1987.
7. J. P. Kreiss, “On adaptive estimation in autoregressive models when there are nuisance functions,” Statist, and Decisions, vol. 5, pp. 59–76, 1987.
8. M. Akahira and K. Takeuchi, Lecture Notes in Statistics, Asymptotic Efficiency of Statistical Estimators: Concepts and Higher Order Asymptotic Efficiency. New York: Springer-Verlag, 1981.
9. M. Gutman, “On tests for randomness, tests for independence, and universal data compression,” submitted to IEEE Trans. Inform. Theory.
10. P. K. Bhattacharya, “Efficient estimation of a shift parameter from grouped data,” Ann. Math. Statist., vol. 38, pp. 1770–1787, 1967.
11. J. Ziv, “On classification with empirically observed statistics and universal data compression,” IEEE Trans. Inform. Theory, vol. 34, pp. 278–286, Mar. 1988.
12. M. Gutman, “Asymptotically optimal classification for multiple tests with empirically observed statistics,” IEEE Trans. Inform. Theory, vol. 35, 401–408, Mar. 1989.
13. R. B. Ash, Real Analysis and Probability. New York; Academic Press, 1972.