Estimation of upper bounds of errors in identifying autoregressive models
DOI10.1080/00207727508941789zbMATH Open0293.93024OpenAlexW1994861439MaRDI QIDQ4045935FDOQ4045935
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
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
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- Estimation and information in stationary time series
- On the Statistical Treatment of Linear Stochastic Difference Equations
- EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
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- Stochastic approximation algorithms for identifying ARMA processes
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