### Abstract

An exact asymptotic formula is obtained for the mean duration of sequential estimation of a first-order autoregression parameter. A theorem and three lemmas are proved. Computer simulation of the stable process of first-order autoregression with gaussian and uniform noises is carried out.

Original language | English |
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Pages (from-to) | 97-104 |

Number of pages | 8 |

Journal | Avtomatika i Telemekhanika |

Issue number | 6 |

Publication status | Published - Jun 1995 |

### ASJC Scopus subject areas

- Control and Systems Engineering

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## Cite this

Veksler, A. A., & Konev, V. V. (1995). About the mean number of observations under guaranteed estimation of an autoregression parameter.

*Avtomatika i Telemekhanika*, (6), 97-104.