Guaranteed estimation of autoregression parameters on the basis of a sequential correlational method
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Statistics and control of stochastic processes, Tome 202 (1993), pp. 149-169
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@article{TM_1993_202_a8,
author = {V. V. Konev and S. M. Pergamenshchikov},
title = {Guaranteed estimation of autoregression parameters on the basis of a~sequential correlational method},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
pages = {149--169},
year = {1993},
volume = {202},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TM_1993_202_a8/}
}
TY - JOUR AU - V. V. Konev AU - S. M. Pergamenshchikov TI - Guaranteed estimation of autoregression parameters on the basis of a sequential correlational method JO - Trudy Matematicheskogo Instituta imeni V.A. Steklova PY - 1993 SP - 149 EP - 169 VL - 202 UR - http://geodesic.mathdoc.fr/item/TM_1993_202_a8/ LA - ru ID - TM_1993_202_a8 ER -
%0 Journal Article %A V. V. Konev %A S. M. Pergamenshchikov %T Guaranteed estimation of autoregression parameters on the basis of a sequential correlational method %J Trudy Matematicheskogo Instituta imeni V.A. Steklova %D 1993 %P 149-169 %V 202 %U http://geodesic.mathdoc.fr/item/TM_1993_202_a8/ %G ru %F TM_1993_202_a8
V. V. Konev; S. M. Pergamenshchikov. Guaranteed estimation of autoregression parameters on the basis of a sequential correlational method. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Statistics and control of stochastic processes, Tome 202 (1993), pp. 149-169. http://geodesic.mathdoc.fr/item/TM_1993_202_a8/