Identification of parameter bounds for ARMAX models from records with bounded noise
From MaRDI portal
Publication:3760412
DOI10.1080/00207178708933738zbMath0622.93074MaRDI QIDQ3760412
Publication date: 1987
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207178708933738
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
93E10: Estimation and detection in stochastic control theory
93E12: Identification in stochastic control theory
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