Non-asymptotic confidence estimation of the autoregressive parameter in AR(1) process by noisy observations
For parameter in an AR(1) process corrupted by noise, the paper proposes the construction of confi-dence interval for unknown parameter with a prescribed coverage probability. The noises both in observable and in unobservable processes are assumed to be Gaussian with unknown variance. The estimation...
| Published in: | Вестник Томского государственного университета. Управление, вычислительная техника и информатика № 59. С. 83-90 |
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| Format: | Article |
| Language: | English |
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| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000897811 Перейти в каталог НБ ТГУ |