Estimating the spectrum of a discrete-time stochastic process by an instrumental variable method (Q583169)
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scientific article; zbMATH DE number 4132065
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| English | Estimating the spectrum of a discrete-time stochastic process by an instrumental variable method |
scientific article; zbMATH DE number 4132065 |
Statements
Estimating the spectrum of a discrete-time stochastic process by an instrumental variable method (English)
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1989
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parmeter estimation
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autoregression moving average model
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0.8076459169387817
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0.8039075136184692
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