TRANSFER FUNCTION ESTIMATION (Q4272769): Difference between revisions
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Property / DOI: 10.1111/j.1467-9892.1993.tb00159.x / rank | |||
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Property / full work available at URL: https://doi.org/10.1111/j.1467-9892.1993.tb00159.x / rank | |||
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Property / OpenAlex ID: W1998562697 / rank | |||
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Property / cites work: Monotonicity of the Variance Under Truncation and Variations of Jensen's Inequality / rank | |||
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Property / cites work: Q4039983 / rank | |||
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Property / cites work: Multivariate linear time series models / rank | |||
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Property / cites work: Recursive estimation of mixed autoregressive-moving average order / rank | |||
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Property / cites work: Q4084474 / rank | |||
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Property / DOI: 10.1111/J.1467-9892.1993.TB00159.X / rank | |||
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Latest revision as of 14:32, 29 December 2024
scientific article; zbMATH DE number 472909
Language | Label | Description | Also known as |
---|---|---|---|
English | TRANSFER FUNCTION ESTIMATION |
scientific article; zbMATH DE number 472909 |
Statements
TRANSFER FUNCTION ESTIMATION (English)
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20 December 1993
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autoregressive approximation
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information criterion
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order estimation
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consistency
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transfer function
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autoregressive model
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measurement noise
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linear system
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parameterization
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selection of model orders
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noise spectrum estimates
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new uniform convergence law
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martingale transforms
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