Prediction error estimator for non-linear stochastic systems (Q3791061)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Prediction error estimator for non-linear stochastic systems
scientific article

    Statements

    Prediction error estimator for non-linear stochastic systems (English)
    0 references
    0 references
    0 references
    1988
    0 references
    NARMAX (Nonlinear AutoRegressive Moving Average with eXogenous inputs) models
    0 references
    prediction error method
    0 references
    structural indices
    0 references
    structure selection
    0 references
    cross-validation methods
    0 references
    parameter estimation
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references