scientific article; zbMATH DE number 4041765

zbMATH Open0638.93073MaRDI QIDQ3780970FDOQ3780970

Authors: G. K. Kel'mans 

Publication date: 1987

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

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zbMATH Keywords

parameter estimationARMA processYule-Walker equations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sampled-data control/observation systems (93C57) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cited In (2)

• Identification of ‘ moving average’ plants under unobservable disturbances
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