Multi-innovation gradient estimation algorithms for multivariate equation-error autoregressive moving average systems based on the filtering technique (Q6598653)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multi-innovation gradient estimation algorithms for multivariate equation-error autoregressive moving average systems based on the filtering technique |
scientific article; zbMATH DE number 7907003
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multi-innovation gradient estimation algorithms for multivariate equation-error autoregressive moving average systems based on the filtering technique |
scientific article; zbMATH DE number 7907003 |
Statements
Multi-innovation gradient estimation algorithms for multivariate equation-error autoregressive moving average systems based on the filtering technique (English)
0 references
5 September 2024
0 references
gradient methods
0 references
autoregressive moving average processes
0 references
parameter estimation
0 references
filtering theory
0 references
multiinnovation gradient estimation algorithms
0 references
multivariate equation-error autoregressive
0 references
multivariate pseudolinear autoregressive moving average systems
0 references
data filtering technique
0 references
multiinnovation stochastic gradient algorithm
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
