PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS (Q4328375)

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scientific article; zbMATH DE number 739457
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PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS
scientific article; zbMATH DE number 739457

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    PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS (English)
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    18 June 1995
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    periodic ARMA models
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    pseudo-linear regressions
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    simulations
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    autoregressive moving-average
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    on-line parameter estimation
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    automatic control
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    consistent estimates
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    PARMA model
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