Confidence estimation of autoregressive parameters based on noisy data

DOI10.1134/S0005117921060059zbMath1471.93261OpenAlexW3180087692MaRDI QIDQ1982848

A. V. Pupkov, Victor Konev

Publication date: 14 September 2021

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

Full work available at URL: https://doi.org/10.1134/s0005117921060059

zbMATH Keywords

guaranteed accuracyconfidence estimationidentification of autoregression from noisy observationssequential Yule-Walker estimates

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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