scientific article; zbMATH DE number 4174183

MaRDI QIDQ3198752zbMATH OpenFDO

Authors Éric Lecarpentier, Christian Doncarli

Publication date 1989

zbMATH Keywords

maximum likelihood methoddistance measuredistance between ARMA modelsfixed-order ARMA processrecognition of stationary ergodic random signals

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12) Survival analysis and censored data (62N99)

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