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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     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},
     publisher = {mathdoc},
     volume = {202},
     year = {1993},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TM_1993_202_a8/}
}
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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/