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- W2019984687 abstract "The problem of parameters estimation of an autoregressive process is considered. The method of guaranteed estimation is based on the least squares method with special weights and uses a special stopping rule. The properties of the procedures are studied for the case of known and unknown variance of the noise." @default.
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- W2019984687 date "2002-01-01" @default.
- W2019984687 modified "2023-10-14" @default.
- W2019984687 title "ON GUARANTEED ESTIMATION OF PARAMETERS OF RANDOM PROCESSES BY THE WEIGHTED LEAST SQUARES METHOD" @default.
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- W2019984687 doi "https://doi.org/10.3182/20020721-6-es-1901.00479" @default.
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