Parameter estimation of time-varying ARMA model (Q3368078)
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scientific article; zbMATH DE number 5002181
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| English | Parameter estimation of time-varying ARMA model |
scientific article; zbMATH DE number 5002181 |
Statements
27 January 2006
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auto-regressive moving-average model
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spectral estimation
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feedback linear estimation
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basis time-varying functions
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0.865749180316925
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0.8587252497673035
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0.8567959070205688
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0.8350781202316284
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