Efficient on-line estimation of autoregressive parameters (Q2437891)
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scientific article; zbMATH DE number 6266563
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| English | Efficient on-line estimation of autoregressive parameters |
scientific article; zbMATH DE number 6266563 |
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Efficient on-line estimation of autoregressive parameters (English)
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10 March 2014
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asymptotic efficiency
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least squares
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parameter estimation
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recursive likelihood procedures
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stochastic approximation
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0.8161502480506897
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0.8141667246818542
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0.7984994649887085
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0.7977309226989746
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0.7938650846481323
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