Efficient on-line estimation of autoregressive parameters (Q2437891): Difference between revisions
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Revision as of 08:10, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient on-line estimation of autoregressive parameters |
scientific article |
Statements
Efficient on-line estimation of autoregressive parameters (English)
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10 March 2014
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asymptotic efficiency
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least squares
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parameter estimation
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recursive likelihood procedures
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stochastic approximation
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