TY  - SER
AU  - Vorobeychikov,Sergey E.
AU  - Burkatovskaya,Yulia B.
TI  - Non-asymptotic confidence estimation of the autoregressive parameter in AR(1) process with an unknown noise variance
KW  - авторегрессионный процесс
KW  - доверительный интервал
KW  - авторегрессия
KW  - статьи в журналах
N1  - Библиогр.: c. 25-26
N2  - The paper considers the estimation problem of the autoregressive parameter in the
rst-order autoregressive process with Gaussian noises when the noise variance is unknown.
 We propose a non-asymptotic technique to compensate the unknown variance,
 and then, to construct a point estimator with any prescribed mean square accuracy. Also
 a xed-width condence interval with any prescribed coverage accuracy is proposed. The
 results of Monte-Carlo simulations are given
UR  - http://vital.lib.tsu.ru/vital/access/manager/Repository/vtls:000795470
ER  -