On the mean number of observations under guaranteed estimation of an autoregression parameter

zbMath0925.62352MaRDI QIDQ1285409

A. A. Veksler, Victor Konev

Publication date: 14 November 1999

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

first-order autoregressive process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential estimation (62L12)

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