EM-based identification of continuous-time ARMA models from irregularly sampled data (Q510135): Difference between revisions
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| Property / author: Tao Liu / rank | |||
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| Property / Mathematics Subject Classification ID: 93E12 / rank | |||
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| Property / Mathematics Subject Classification ID: 93C57 / rank | |||
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| Property / Mathematics Subject Classification ID: 93E10 / rank | |||
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| Property / zbMATH DE Number: 6685195 / rank | |||
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continuous-time ARMA model | |||
| Property / zbMATH Keywords: continuous-time ARMA model / rank | |||
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maximum-likelihood | |||
| Property / zbMATH Keywords: maximum-likelihood / rank | |||
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expectation-maximization | |||
| Property / zbMATH Keywords: expectation-maximization / rank | |||
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irregularly sampled data | |||
| Property / zbMATH Keywords: irregularly sampled data / rank | |||
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Revision as of 02:36, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EM-based identification of continuous-time ARMA models from irregularly sampled data |
scientific article |
Statements
EM-based identification of continuous-time ARMA models from irregularly sampled data (English)
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16 February 2017
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continuous-time ARMA model
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maximum-likelihood
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expectation-maximization
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irregularly sampled data
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