A new approach to the problem of estimating spectral parameters of non- stationary time series models (Q1257753): Difference between revisions
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| Property / cites work: Maximum likelihood identification of Gaussian autoregressive moving average models / rank | |||
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| Property / cites work: A New Method for Estimating Spectral Parameters of a Stationary Regular Time Series / rank | |||
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| Property / cites work: The estimation of autoregressive, moving average and mixed autoregressive moving average systems with time-dependent parameters of non-stationary time series / rank | |||
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Latest revision as of 01:16, 13 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new approach to the problem of estimating spectral parameters of non- stationary time series models |
scientific article |
Statements
A new approach to the problem of estimating spectral parameters of non- stationary time series models (English)
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1979
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Estimating Spectral Parameters
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Modified Weighted Least Square
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Non- Stationary Autoregressive Models
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Modified Frequency Domain Approach
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Time Series
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