### 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 |

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### ASJC Scopus subject areas

- Control and Systems Engineering

### Cite this

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

**About the mean number of observations under guaranteed estimation of an autoregression parameter.** / Veksler, A. A.; Konev, V. V.

Research output: Contribution to journal › Article

*Avtomatika i Telemekhanika*, no. 6, pp. 97-104.

}

TY - JOUR

T1 - About the mean number of observations under guaranteed estimation of an autoregression parameter

AU - Veksler, A. A.

AU - Konev, V. V.

PY - 1995/6

Y1 - 1995/6

N2 - 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.

AB - 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.

UR - http://www.scopus.com/inward/record.url?scp=0029313763&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0029313763&partnerID=8YFLogxK

M3 - Article

SP - 97

EP - 104

JO - Avtomatika i Telemekhanika

JF - Avtomatika i Telemekhanika

SN - 0005-2310

IS - 6

ER -