Stochastic approximation algorithms for identifying ARMA processes

DOI10.1080/00207727408920158zbMATH Open0294.62107OpenAlexW2040720902MaRDI QIDQ4046987FDOQ4046987

Authors: Daniel Graupe, Joseph Perl 

Publication date: 1974

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/10.1080/00207727408920158

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic approximation (62L20)

Cites Work

• EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
• Title not available (Why is that?)

Cited In (2)

• Estimation of upper bounds of errors in identifying autoregressive models
• Identification of noisy distributed parameter systems using stochastic approximation†

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