Nonasymptotic bounds for autoregressive time series modeling

Annals of Statistics

Volumn 29, Issue 2, 2001, Pages 417-444

  Goldenshluger, Alexander ^a   Zeevi, Assaf ^b  

^a UNIVERSITY OF HAIFA   (Israel)

^b Stanford University   (United States)

Author keywords

Autoregressive approximation; Minimax risk; Rates of convergence

Indexed keywords

EID: 0035621206     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1009210547     Document Type: Article

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