Two-stage least squares based iterative estimation algorithm for CARARMA system modeling
DOI10.1016/J.APM.2012.10.014zbMATH Open1438.93228OpenAlexW2076740390MaRDI QIDQ1667765FDOQ1667765
Authors: Peng Zhang
Publication date: 30 August 2018
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apm.2012.10.014
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Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)
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