LD/sup 2/-ARMA identification algorithm

DOI10.1109/78.91153MaRDI QIDQ3354944zbMATH OpenOpenAlexFDO

Authors Maria Ribeiro, José M. F. Moura

Publication date 1991

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/78.91153

zbMATH Keywords

ARMA parameter estimatorlinear procedurenonlinear autoregressive moving-average identificationorder selection algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99) Identification in stochastic control theory (93E12)

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