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

• scientific article; zbMATH DE number 3400733 (Why is no real title available?)
• EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS

Cited in

(2)

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

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