Maximum Likelihood Estimation of State Space Models From Frequency Domain Data
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Publication:4974431
DOI10.1109/TAC.2008.2009485zbMath1367.93635OpenAlexW2115691605MaRDI QIDQ4974431
Brett Ninness, Stuart Gibson, Adrian G. Wills
Publication date: 8 August 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.2008.2009485
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)
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