Optimal ARMA parameter estimation based on the sample covariances for data with missing observations (Q3825976): Difference between revisions
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Latest revision as of 19:47, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal ARMA parameter estimation based on the sample covariances for data with missing observations |
scientific article |
Statements
Optimal ARMA parameter estimation based on the sample covariances for data with missing observations (English)
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1989
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spectral estimation
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autoregressive moving-average
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stationary processes
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missing observations
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sample covariances
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asymptotically optimal estimator
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algorithm
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nonlinear least squares
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ARMA model
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asymptotic variance
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