Three‐stage multi‐innovation parameter estimation for an exponential autoregressive time‐series model with moving average noise by using the data filtering technique (Q6083768)
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scientific article; zbMATH DE number 7757800
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| English | Three‐stage multi‐innovation parameter estimation for an exponential autoregressive time‐series model with moving average noise by using the data filtering technique |
scientific article; zbMATH DE number 7757800 |
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Three‐stage multi‐innovation parameter estimation for an exponential autoregressive time‐series model with moving average noise by using the data filtering technique (English)
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31 October 2023
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exponential autoregressive model
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filtering technique
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hierarchical identification
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multi-innovation identification
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0.8492564558982849
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0.8294823169708252
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0.8267942667007446
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0.8111233115196228
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0.7993030548095703
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