scientific article; zbMATH DE number 4041765

MaRDI QIDQ3780970zbMATH OpenFDO

Authors G. K. Kel'mans

Publication date 1987

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)

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