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

A. A. Veksler, V. V. Konev

    Результат исследований: Материалы для журналаСтатья

    Выдержка

    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.

    Язык оригиналаАнглийский
    Страницы (с-по)97-104
    Число страниц8
    ЖурналAvtomatika i Telemekhanika
    Номер выпуска6
    СостояниеОпубликовано - июн 1995

    Отпечаток

    Computer simulation

    ASJC Scopus subject areas

    • Control and Systems Engineering

    Цитировать

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

    В: Avtomatika i Telemekhanika, № 6, 06.1995, стр. 97-104.

    Результат исследований: Материалы для журналаСтатья

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