A. A. Dmitrienko, V. V. Konev, “Guaranteed estimation of autoregression parameters under unknown noise variance”, Avtomat. i Telemekh., 1994, Issue 2,Pages <nobr>87

JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 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

UDC: 519.23

MSC: 62M10

Received: 27.10.1992

Fulltext: PDF file (3164 kB)

English version: Automation and Remote Control, 1994, 55:2, 218–228

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