Identification of parameter bounds for ARMAX models from records with bounded noise (Q3760412)
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scientific article; zbMATH DE number 4010366
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| English | Identification of parameter bounds for ARMAX models from records with bounded noise |
scientific article; zbMATH DE number 4010366 |
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Identification of parameter bounds for ARMAX models from records with bounded noise (English)
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1987
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autoregressive-moving-average-exogeneous models
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bounded noise
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parameter bounding algorithm
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bias
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0.8745133280754089
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0.8723344206809998
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0.8413702845573425
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0.815758228302002
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