Adaptive Bernstein–von Mises theorems in Gaussian white noise
نویسندگان
چکیده
منابع مشابه
Adaptive AR modeling in white Gaussian noise
Autoregressive (AR) modeling is widely used in signal processing. The coefficients of an AR model can be easily obtained with a least mean square (LMS) prediction error filter. However, it is known that this filter gives a biased solution when the input signal is corrupted by white Gaussian noise. Treichler suggested the -LMS algorithm to remedy this problem and proved that the mean weight vect...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2017
ISSN: 0090-5364
DOI: 10.1214/16-aos1533