Hierarchical multi-innovation generalised extended stochastic gradient methods for multivariable equation-error autoregressive moving average systems (Q6598747)
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scientific article; zbMATH DE number 7907083
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| English | Hierarchical multi-innovation generalised extended stochastic gradient methods for multivariable equation-error autoregressive moving average systems |
scientific article; zbMATH DE number 7907083 |
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Hierarchical multi-innovation generalised extended stochastic gradient methods for multivariable equation-error autoregressive moving average systems (English)
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5 September 2024
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stochastic processes
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gradient methods
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autoregressive moving average processes
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identification
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multivariable equation-error autoregressive moving average systems
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sub-identification models
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model decomposition
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two-stage generalised extended stochastic gradient algorithm
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two-stage multiple innovation GESG algorithm
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multivariable EEARMA systems
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innovation matrices
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two-stage MI-GESG algorithm
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two-stage GESG algorithm
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two-stage multiinnovation gradient methods
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multivariable EEARMA model
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0.8548670411109924
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0.8547404408454895
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0.8474913239479065
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0.8427349328994751
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