Optimality of sequential estimation plans for the parameters of recurisve processes

V. Z. Borisov, V. V. Konev

    Research output: Contribution to journalArticlepeer-review

    Abstract

    The properties of sequential estimation plans of the parameters of stochastic processes described by stochastic difference equations are investigated. For a fixed average signal density, sequential estimation is minimax optimal.

    Original languageEnglish
    Pages (from-to)90-92
    Number of pages3
    JournalProblems of Information Transmission
    Volume26
    Issue number1
    Publication statusPublished - Jul 1990

    ASJC Scopus subject areas

    • Engineering(all)

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