ON A GUARANTEED ESTIMATION OF AUTOREGRESSIVE PARAMETERS FOR AN UNKNOWN-VARIANCE OF NOISE

被引：0
作者：
DMITRIENKO, AA
KONEV, VV
机构：
来源：
AUTOMATION AND REMOTE CONTROL | 1994年 / 55卷 / 02期
关键词：
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Sequential plans for estimating autoregressive parameters to a prescribed mean square precision are proposed in cases where ''a priori'' knowledge of the noise variance value is not available. For the scalar parameter, an asymptotic bound for the average time of the sequential procedure is found, and uniform asymptotic normality of the estimate is ascertained.
引用
收藏
页码：218 / 228
页数：11
相关论文
共 11 条
[1]  
BORISOV VZ, 1982, METHODS ALGORITHMS A, P7
[2]  
BORISOV VZ, 1977, AVTOMAT TELEMEKH, P58
[3]  
Fikhtengolts G. M., 1970, COURSE DIFFERENTIAL, V3
[4]  
IBARGIMOV IA, 1979, ASYMPTOMATIC THEORY
[5]  
KONEV VV, 1984, AVTOMAT TELEMEKH, P56
[6]  
KONEV VV, 1981, AVTOMAT TELEMEKH, P84
[7]   FIXED ACCURACY ESTIMATION OF AN AUTOREGRESSIVE PARAMETER [J].
LAI, TL ;
SIEGMUND, D .
ANNALS OF STATISTICS, 1983, 11 (02) :478-485
[8]  
Pergamenshchikov S., 1991, TEOR VEROYA PRIMEN, V36, P42
[9]  
SHIRYAEV AN, 1989, PROBABILITY
[10]   A 2-SAMPLE TEST FOR A LINEAR HYPOTHESIS WHOSE POWER IS INDEPENDENT OF THE VARIANCE [J].
STEIN, C .
ANNALS OF MATHEMATICAL STATISTICS, 1945, 16 (03) :243-258
12