A least-squares-based algorithm for identification of non-Gaussian ARMA models

DOI10.1007/s00034-006-0404-2zbMath1127.62072OpenAlexW2000366862MaRDI QIDQ2465521

Adnan M. Al-Smadi

Publication date: 4 January 2008

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00034-006-0404-2

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Statistical aspects of information-theoretic topics (62B10)

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