Prony estimation of AR parameters of an ARMA time series (Q3823688)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prony estimation of AR parameters of an ARMA time series |
scientific article |
Statements
Prony estimation of AR parameters of an ARMA time series (English)
0 references
1989
0 references
autor-covariance function
0 references
white noise excited time series
0 references
ARMA
0 references
model
0 references
characteristic roots
0 references
dispersion coefficients
0 references
linear least
0 references
squares
0 references
asymptotically unbiased estimate
0 references
modified Yule-Walker
0 references
equation
0 references
