Maximum likelihood gradient-based iterative estimation algorithm for a class of input nonlinear controlled autoregressive ARMA systems (Q493928)
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scientific article; zbMATH DE number 6478886
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| English | Maximum likelihood gradient-based iterative estimation algorithm for a class of input nonlinear controlled autoregressive ARMA systems |
scientific article; zbMATH DE number 6478886 |
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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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0.8794754147529602
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0.8441579937934875
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0.8300567269325256
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0.8218667507171631
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0.8142533898353577
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