Recursive estimation of autoregression parameters
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Publication:1111514
zbMath0657.93060MaRDI QIDQ1111514
Publication date: 1988
Published in: Automation and Remote Control (Search for Journal in Brave)
large deviations; almost sure convergence; recursive algorithms; linear dynamic plant; estimation of the parameters; autoregression equation
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
93C55: Discrete-time control/observation systems
93E10: Estimation and detection in stochastic control theory
93C05: Linear systems in control theory
60F10: Large deviations
62L12: Sequential estimation
65C99: Probabilistic methods, stochastic differential equations
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