A comparison of two linear methods of estimating the parameters of ARMA models

DOI10.1109/9.29444MaRDI QIDQ3475198zbMATH OpenOpenAlexFDO

Authors Shiping Li, Yao Zhu, Bradley W. Dickinson

Publication date 1989

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

Full work available at URL https://doi.org/10.1109/9.29444

zbMATH Keywords

ARMA(p,q) modelinfinite-order AR model

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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