Decomposition-based gradient estimation algorithms for multivariate equation-error autoregressive systems using the multi-innovation theory (Q2003302)

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scientific article; zbMATH DE number 7081096
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    Decomposition-based gradient estimation algorithms for multivariate equation-error autoregressive systems using the multi-innovation theory
    scientific article; zbMATH DE number 7081096

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      Decomposition-based gradient estimation algorithms for multivariate equation-error autoregressive systems using the multi-innovation theory (English)
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      16 July 2019
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      parameter estimation
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      gradient search
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      multi-innovation
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      decomposition technique
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      multivariate system
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