Application of the lattice filter to robust estimation of AR and ARMA models (Q3798565)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of the lattice filter to robust estimation of AR and ARMA models |
scientific article |
Statements
Application of the lattice filter to robust estimation of AR and ARMA models (English)
0 references
1988
0 references
lattice filter
0 references
AR parameters
0 references
ARMA model
0 references
robust estimates
0 references
