Asymptotically optimal estimation of MA and ARMA parameters of non-Gaussian processes from high-order moments (Q3198751)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically optimal estimation of MA and ARMA parameters of non-Gaussian processes from high-order moments |
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Asymptotically optimal estimation of MA and ARMA parameters of non-Gaussian processes from high-order moments (English)
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1990
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moving average
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autoregressive moving average
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asymptotically minimum variance algorithm
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ARMA parameters
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non-Gaussian processes
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sample high- order moments
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covariances
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cross-covariances
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sample moments
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weighted least-squares algorithms
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