EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS

Cited In (48)

Estimation in the first-order moving average model through the finite autoregressive approximation: Some asymptotic results
Identification of ARX and ARARX models in the presence of input and output noises
ESTIMATION OF THE VECTOR MOVING AVERAGE MODEL BY VECTOR AUTOREGRESSION
The auto-regression and the moving-average
The generalized variance of a stationary autoregressive process
A LINEAR ESTIMATION PROCEDURE FOR THE PARAMETERS OF AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
Problems with the estimation of moving average processes
Estimation of parameters for a linear difference equation with application to EEG analysis
Estimation of upper bounds of errors in identifying autoregressive models
Stochastic approximation algorithms for identifying ARMA processes
New approximation for ARMA parameters estimate
On some properties of positive definite Toeplitz matrices and their possible applications
Bilinear Time Series Model as an Alternative Way of Speaker Modeling
New exact ML estimation and inference for a Gaussian \(MA(1)\) process
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models
On least-squares estimation of the residual variance in the first-order moving average model.
Multirate digital filters
Open-loop asymptotically efficient model reduction with the Steiglitz-McBride method
Fitting autoregressive models for prediction
An efficient two-step estimator for the dynamic adjustment model with autoregressive errors
Identification of dynamic errors-in-variables models: Approaches based on two-dimensional ARMA modeling of the data
Stationary reversible processes of a moving average and autorepression with residuals as a moving average
Predicting the output error of the suboptimal state estimator to improve the performance of the MPC-based artificial pancreas
Computing and estimating information matrices of weak ARMA models
The first-order moving average process. Identification, estimation and prediction
Estimation of the variance of the quasi-maximum likelihood estimator of weak VARMA models
A Monte Carlo study of autoregressive integrated moving average processes
Estimation of the Polynomial Matrices of Vector Moving Average Processes
Large sample estimation and testing procedures for dynamic equation systems
Faster ARMA maximum likelihood estimation
Irregular nonparametric autoregression
A covariance extension approach to identification of time series
A new class of invertible FIR filters for spectral shaping
On the existence of a class of invertible FIR filters for spectral shaping
Bootstrapping ARMA time series models after model selection
Identification of predictor and filter parameters by ARMA methods†
Rayleigh fading channel simulator based on inner-outer factorization
The inverse partial correlation function of a time series and its applications
Comparison of various methods for estimating the parameters characterizing noise in discrete time dynamical systems
Multivariate Wold decompositions: a Hilbert \(A\)-module approach
Estimating multivariate autoregressive moving average models by fitting long autoregressions
A new preliminary estimator for MA(1) models
Title not available (Why is that?)
Title not available (Why is that?)
The estimation of frequency in the multichannel sinusoidal model
Non-recursive methods for computing the coefficients of the autoregressive and the moving-average representation of mixed ARMA processes
Title not available (Why is that?)
VPint: value propagation-based spatial interpolation

This page was built for publication: EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3276970)