Parameter estimation of a time-varying autoregressive model under -stable distributed noise conditions

zbMATH Open1240.94031MaRDI QIDQ3170800FDOQ3170800

Authors: T.-S. Qiu, Na Li, Hongjie Li 

Publication date: 29 September 2011

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zbMATH Keywords

parameter estimation\(\alpha\)-stable distributionleast \(p\)-normTVAR model

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Estimation and detection in stochastic control theory (93E10)

Cited In (5)

• The robustness analysis of DLMP algorithm under the fractional lower-order \(\alpha \)-stable distribution environments
• An algorithm to estimate time-varying parameter SURE models under different types of restriction
• Estimation of time-varying AR \(S\alpha S\) processes using Gibbs sampling
• Title not available (Why is that?)
• Title not available (Why is that?)

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