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Avtomatika i Telemekhanika, 1994, Issue 2, Pages 87–99 (Mi at3844)  
Stochastic Systems

Guaranteed estimation of autoregression parameters under unknown noise variance

A. A. Dmitrienko, V. V. Konev

Tomsk State University
Full-text PDF (3164 kB)

Received: 27.10.1992
Bibliographic databases:
Document Type: Article
UDC: 519.23
MSC: 62M10
Language: Russian
Citation: A. A. Dmitrienko, V. V. Konev, “Guaranteed estimation of autoregression parameters under unknown noise variance”, Avtomat. i Telemekh., 1994, no. 2, 87–99; Autom. Remote Control, 55:2 (1994), 218–228
Citation in format AMSBIB
\Bibitem{DmiKon94}
\by A.~A.~Dmitrienko, V.~V.~Konev
\paper Guaranteed estimation of autoregression parameters under unknown noise variance
\jour Avtomat. i Telemekh.
\yr 1994
\issue 2
\pages 87--99
\mathnet{http://mi.mathnet.ru/at3844}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1270995}
\zmath{https://zbmath.org/?q=an:0885.93051}
\transl
\jour Autom. Remote Control
\yr 1994
\vol 55
\issue 2
\pages 218--228
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