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On a guaranteed estimation of autoregressive parameters for an unknown variance of noise - MaRDI portal

On a guaranteed estimation of autoregressive parameters for an unknown variance of noise

From MaRDI portal
Publication:1914113

zbMath0885.93051MaRDI QIDQ1914113

Alexei Dmitrienko, Victor Konev

Publication date: 6 June 1996

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


zbMATH Keywords

parameter estimationstopping ruleautoregressive processesautoregression modeluniformly asymptotically normal


Mathematics Subject Classification ID

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