A universal nearly efficient estimator is proposed for the first-order autoregressive (AR) model where the probability distribution of the driving noise is ...
ISSN Information: Print ISSN: 0018-9448 Electronic ISSN: 1557-9654
DOI: 10.1109/18.59925
DOI: 10.1109/18.59925
The proposed estimator has an intu- itively appealing relation to universal data compression and to universal tests for randomness. Index Terms -asymptotically ...
Paper info. Neri Merhav, Jacob Ziv On universally efficient estimation of the first order autoregressive parameter and universal data compression.
On universally efficient estimation of the first order autoregressive parameter and universal data compression. IEEE Trans. Inf. Theory 36(6): 1245-1254 ...
PDF | A connection between universal codes and the problems of prediction and statistical estimation is established. A known lower bound for the mean.
On Universally Efficient Estimation of the First-Order Autoregressive Parameter and Universal Data Compression. Article. Dec 1990. Neri Merhav · Jacob Ziv.
As a result finding prediction intervals in terms of the original data only requires ... The robust estimation of model parameters is another way to improve ...
... IEEE Trans IT; Merhav, N. & Ziv, J., On universally efficient estimation of the first order autoregressive parameter and universal data compression, ...
May 29, 2020 · IS was first used in statistical physics in order to estimate the ... multiple candidate MCMC algorithms for a higher efficiency in sample ...