Optimal instrumental variable estimates of the AR parameters of an ARMA process (Q3695155): Difference between revisions
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| Property / author: Torsten Söderström / rank | |||
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| Property / author: Benjamin Friedlander / rank | |||
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| Property / full work available at URL: https://doi.org/10.1109/tac.1985.1103839 / rank | |||
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Latest revision as of 08:48, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal instrumental variable estimates of the AR parameters of an ARMA process |
scientific article |
Statements
Optimal instrumental variable estimates of the AR parameters of an ARMA process (English)
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1985
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modified Yule-Walku (MYW) equations
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ARMA process
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instrumental variable (IV) method
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