scientific article; zbMATH DE number 7607438

MaRDI QIDQ5042767zbMATH OpenFDO

Authors Tatiana Emelyanova, Victor Vasil'Evich Konev

Publication date 26 October 2022

Full work available at URL http://mathnet.ru/eng/vtgu343

zbMATH Keywords

sequential estimationstopping timeautoregressive processfixed-accuracy estimationGaussian process with rational density

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) System identification (93B30) Estimation and detection in stochastic control theory (93E10)

Cites work

• scientific article; zbMATH DE number 3733064 (Why is no real title available?)
• scientific article; zbMATH DE number 41701 (Why is no real title available?)
• scientific article; zbMATH DE number 1795848 (Why is no real title available?)
• scientific article; zbMATH DE number 3439744 (Why is no real title available?)
• scientific article; zbMATH DE number 3376578 (Why is no real title available?)
• scientific article; zbMATH DE number 3393620 (Why is no real title available?)
• scientific article; zbMATH DE number 3078072 (Why is no real title available?)
• Sequential estimation of the parameters in a trigonometric regression model with the Gaussian coloured noise
• Sequential parameter estimation with guaranteed mean-square accuracy for unstable linear stochastic systems

Cited in

(4)

• Sequential model selection method for nonparametric autoregression
• Sequential Generlized Least squares Estimator For An Autoressive parameter
• Sequential estimation of the autoregressive parameters in ar(p) model
• Sequential estimation for time series regression models

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5042767)