Application of the lattice filter to robust estimation of AR and ARMA models (Q3798565)
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scientific article; zbMATH DE number 4064881
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| English | Application of the lattice filter to robust estimation of AR and ARMA models |
scientific article; zbMATH DE number 4064881 |
Statements
Application of the lattice filter to robust estimation of AR and ARMA models (English)
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1988
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lattice filter
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AR parameters
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ARMA model
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robust estimates
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0.8310620188713074
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0.8190280199050903
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0.8153699040412903
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0.8098353743553162
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0.7866705656051636
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