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Monte-CarloMusic genre
The paper considers the problem of estimating the autoregressive parameter in the first-order autoregressive with Gaussian noises, when the noise variance is unknown. We propose the non-asymptotic technique for compensating the unknown variance, and then, for constructing an estimator. The results of Monte-Carlo simulations are givenThis study was supported by The Ministry of Education and Science of the Russian Federation, Goszadanie No 2.3208.2017/4.
We consider the problem of estimating the parameters of an autoregressive process based on observati...
The problem of estimating the parameters of a non-Gaussian autoregressive process is addressed. Depa...
The problem of estimating the parameters of a non-Gaussian autoregressive process is addressed. Depa...
The paper considers the problem of estimating the autoregressive parameter in the first-order autore...
The paper considers the estimation problem of the autoregressive parameter in th
This paper considers the problem of estimating the parameters of an autoregressive (AR) process in p...
AbstractWe discuss a maximum likelihood procedure for estimating parameters in possibly noncausal au...
This paper considers the problem of estimating the parameters of an autoregressive (AR) process in p...
This paper considers the problem of estimating the parameters of an autoregressive (AR) process in p...
The article considers the problem of estimating linear parameters in stochastic regression models wi...
The article considers the problem of estimating linear parameters in stochastic regression models wi...
A technique for the estimation of autoregressive filter parameters of a non-Gaussian autoregressive ...
A technique for the estimation of autoregressive filter parameters of a non-Gaussian autoregressive ...
A technique for the estimation of autoregressive filter parameters of a non-Gaussian autoregressive ...
We consider the problem of estimating the parameters of autoregressive (AR) processes in the presenc...
We consider the problem of estimating the parameters of an autoregressive process based on observati...
The problem of estimating the parameters of a non-Gaussian autoregressive process is addressed. Depa...
The problem of estimating the parameters of a non-Gaussian autoregressive process is addressed. Depa...
The paper considers the problem of estimating the autoregressive parameter in the first-order autore...
The paper considers the estimation problem of the autoregressive parameter in th
This paper considers the problem of estimating the parameters of an autoregressive (AR) process in p...
AbstractWe discuss a maximum likelihood procedure for estimating parameters in possibly noncausal au...
This paper considers the problem of estimating the parameters of an autoregressive (AR) process in p...
This paper considers the problem of estimating the parameters of an autoregressive (AR) process in p...
The article considers the problem of estimating linear parameters in stochastic regression models wi...
The article considers the problem of estimating linear parameters in stochastic regression models wi...
A technique for the estimation of autoregressive filter parameters of a non-Gaussian autoregressive ...
A technique for the estimation of autoregressive filter parameters of a non-Gaussian autoregressive ...
A technique for the estimation of autoregressive filter parameters of a non-Gaussian autoregressive ...
We consider the problem of estimating the parameters of autoregressive (AR) processes in the presenc...
We consider the problem of estimating the parameters of an autoregressive process based on observati...
The problem of estimating the parameters of a non-Gaussian autoregressive process is addressed. Depa...
The problem of estimating the parameters of a non-Gaussian autoregressive process is addressed. Depa...
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