Optimality of sequential estimation plans for the parameters of recurisve processes

V. Z. Borisov, V. V. Konev

    Research output: Contribution to journalArticle

    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

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    Difference equations
    Random processes

    ASJC Scopus subject areas

    • Engineering(all)

    Cite this

    Optimality of sequential estimation plans for the parameters of recurisve processes. / Borisov, V. Z.; Konev, V. V.

    In: Problems of Information Transmission, Vol. 26, No. 1, 07.1990, p. 90-92.

    Research output: Contribution to journalArticle

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    year = "1990",
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