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Mean-square guaranteed estimators of the regression parameters are constructed under the assumption that the disturbance is described by an autoregression process with unknown parameters and distribution. The method of sequential least-squares estimations of the parameters of the autoregression process is used for the solution to this problem. The authors construct the procedure of simultaneous estimation of the autoregression parameters and the deterministic trend, with given mean-square accuracy. Periodic trend is considered as a particular case. 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