A Convex Optimization Approach to ARMA Modeling

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Publication:4974227

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DOI10.1109/TAC.2008.923684zbMath1367.90084MaRDI QIDQ4974227

Anders Lindquist, Tryphon T. Georgiou

Publication date: 8 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Convex programming (90C25) Applications of mathematical programming (90C90)

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