Maximum likelihood gradient-based iterative estimation algorithm for a class of input nonlinear controlled autoregressive ARMA systems (Q493928)

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Maximum likelihood gradient-based iterative estimation algorithm for a class of input nonlinear controlled autoregressive ARMA systems
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    Maximum likelihood gradient-based iterative estimation algorithm for a class of input nonlinear controlled autoregressive ARMA systems (English)
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    7 September 2015
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    parameter estimation
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    maximum likelihood
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    stochastic gradient
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    simulation
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