scientific article; zbMATH DE number 3985103

MaRDI QIDQ3748949zbMATH OpenFDO

Authors Junqin Huang, Hueili Yu

Publication date 1987

zbMATH Keywords

algorithmspectral estimationautoregressive AR parameter estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10)

Recommendations

• scientific article; zbMATH DE number 232830
• A New ARMA Spectral Estimator
• ARMA spectral estimation based on partial autocorrelations
• scientific article; zbMATH DE number 4009603
• An efficient linear method for ARMA spectral estimation
• AR and ARMA spectral estimation
• Approximate maximum-likelihood approach to ARMA spectral estimation
• One New Method on ARMA Model Parameters Estimation
• ARMA spectral estimation based on partial autocorrelations. II: Statistical analysis
• New approximation for ARMA parameters estimate

Cited in

(2)

• An efficient linear method for ARMA spectral estimation
• scientific article; zbMATH DE number 232830 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3748949)