scientific article

zbMATH Open0622.62087MaRDI QIDQ3759761FDOQ3759761

Zhichao Yan, Xiaosong Liu

Publication date: 1986

Title of this publication is not available (Why is that?)

zbMATH Keywords

parameter estimationidentificationalgorithmARMA modelGreen functionlinear least squares method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Software, source code, etc. for problems pertaining to statistics (62-04)

Cited In (6)

• New approximation for ARMA parameters estimate
• ARMA parameter estimation using a novel recursive estimation algorithm with selective updating
• Identification of an unstable ARMA equation
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)

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