An estimator is suggested for the spectral density of an autoregression-moving average process with a given mean-square error. The estimator construction uses an approach of sequential analysis which assumes the special choice of the observations termination moment depending on estimation accuracy. An asymptotic formula is obtained for the average observations number.
|Number of pages||16|
|Journal||Problemy Peredachi Informatsii|
|Publication status||Published - 2002|
ASJC Scopus subject areas
- Electrical and Electronic Engineering