研究情報

論文「Higher order asymptotics of minimax estimators for time series」が Journal of Time Series Analysis に受理されました．

DOI: 10.1111/jtsa.12661

Higher‐order asymptotics of minimax estimators for time series
We consider the minimax estimation of time series in view of higher-order asymptotic theory. Under the framework of Bayesian inference, we focus on the Bayes estimator and the Bayesian Whittle estima…

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