Optimal ARMA parameter estimation based on the sample covariances for data with missing observations (Q3825976): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1109/18.32128 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2090029210 / rank | |||
Normal rank | |||
Latest revision as of 19:47, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal ARMA parameter estimation based on the sample covariances for data with missing observations |
scientific article |
Statements
Optimal ARMA parameter estimation based on the sample covariances for data with missing observations (English)
0 references
1989
0 references
spectral estimation
0 references
autoregressive moving-average
0 references
stationary processes
0 references
missing observations
0 references
sample covariances
0 references
asymptotically optimal estimator
0 references
algorithm
0 references
nonlinear least squares
0 references
ARMA model
0 references
asymptotic variance
0 references
