Abstract
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.
| Original language | English |
|---|---|
| Pages (from-to) | 92-107 |
| Number of pages | 16 |
| Journal | Problemy Peredachi Informatsii |
| Volume | 38 |
| Issue number | 1 |
| Publication status | Published - 2002 |
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ASJC Scopus subject areas
- Electrical and Electronic Engineering
Cite this
Konev, V. V., & Shapovalov, D. V. (2002). On guaranteed estimation of the spectral density of an autoregression - moving average process. Problemy Peredachi Informatsii, 38(1), 92-107.