Pages that link to "Item:Q1166474"

The following pages link to Linear identification of ARMA processes (Q1166474):

Displaying 11 items.

• Linear estimation of ARMA processes (Q1051605) (← links)
• Identification of dynamic errors-in-variables models: Approaches based on two-dimensional ARMA modeling of the data (Q1400332) (← links)
• Open-loop asymptotically efficient model reduction with the Steiglitz-McBride method (Q1640262) (← links)
• Estimating models with high-order noise dynamics using semi-parametric weighted null-space fitting (Q1737773) (← links)
• A fast estimation method for ARMA processes (Q1911256) (← links)
• A covariance extension approach to identification of time series (Q1975568) (← links)
• A new algorithm for recursive estimation of parameters in controlled ARMA processes (Q2265989) (← links)
• Using instrumental variables for selecting the order of arma models (Q3474143) (← links)
• ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS (Q3749989) (← links)
• A LINEAR ESTIMATION PROCEDURE FOR THE PARAMETERS OF AUTOREGRESSIVE MOVING-AVERAGE PROCESSES (Q3985817) (← links)
• Linear estimation of the regression model with ARMA disturbances: a simulation study (Q4387663) (← links)