Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory (Q5028671)
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scientific article; zbMATH DE number 7472062
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| English | Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory |
scientific article; zbMATH DE number 7472062 |
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Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory (English)
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10 February 2022
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ExpAR model
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parameter estimation
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Newton search
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hierarchical identification
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multi-innovation identification
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0.9105573892593384
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0.9046347141265868
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0.8764152526855469
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0.8249157667160034
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0.7846746444702148
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