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…