Recursive parameter estimation of an autoregressive process disturbed by white noise (Q3859153): Difference between revisions

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Latest revision as of 04:01, 13 June 2024

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Recursive parameter estimation of an autoregressive process disturbed by white noise
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    Recursive parameter estimation of an autoregressive process disturbed by white noise (English)
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    1979
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    recursive parameter estimation
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    autoregressive process
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    white noise
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    Yule-Walker equations
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    modified least-squares estimation
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    error covariance matrix
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    periodogram
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    Cramer-Rao bound
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    bootstrap estimator
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