Recursive parameter estimation of an autoregressive process disturbed by white noise (Q3859153): Difference between revisions
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Revision as of 14:02, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive parameter estimation of an autoregressive process disturbed by white noise |
scientific article |
Statements
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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