Sequential Estimation of the Parameter of a Stochastic Difference Equation with Random Coefficients
Teoriâ veroâtnostej i ee primeneniâ, Tome 37 (1992) no. 3, pp. 482-501
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@article{TVP_1992_37_3_a3,
author = {S. M. Pergamenshchikov and A. N. Shiryaev},
title = {Sequential {Estimation} of the {Parameter} of a {Stochastic} {Difference} {Equation} with {Random} {Coefficients}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {482--501},
publisher = {mathdoc},
volume = {37},
number = {3},
year = {1992},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1992_37_3_a3/}
}
TY - JOUR AU - S. M. Pergamenshchikov AU - A. N. Shiryaev TI - Sequential Estimation of the Parameter of a Stochastic Difference Equation with Random Coefficients JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1992 SP - 482 EP - 501 VL - 37 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1992_37_3_a3/ LA - ru ID - TVP_1992_37_3_a3 ER -
%0 Journal Article %A S. M. Pergamenshchikov %A A. N. Shiryaev %T Sequential Estimation of the Parameter of a Stochastic Difference Equation with Random Coefficients %J Teoriâ veroâtnostej i ee primeneniâ %D 1992 %P 482-501 %V 37 %N 3 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_1992_37_3_a3/ %G ru %F TVP_1992_37_3_a3
S. M. Pergamenshchikov; A. N. Shiryaev. Sequential Estimation of the Parameter of a Stochastic Difference Equation with Random Coefficients. Teoriâ veroâtnostej i ee primeneniâ, Tome 37 (1992) no. 3, pp. 482-501. http://geodesic.mathdoc.fr/item/TVP_1992_37_3_a3/