Estimation of upper bounds of errors in identifying autoregressive models

DOI10.1080/00207727508941789MaRDI QIDQ4045935zbMATH OpenOpenAlexFDO

Authors Daniel Graupe

Publication date 1975

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207727508941789

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35) Estimation and detection in stochastic control theory (93E10)

Cites work

• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• scientific article; zbMATH DE number 3400733 (Why is no real title available?)
• EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
• Estimation and information in stationary time series
• On the Statistical Treatment of Linear Stochastic Difference Equations
• Stochastic approximation algorithms for identifying ARMA processes

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