Identification of autoregressive moving-average parameters of time series

DOI10.1109/TAC.1975.1100855MaRDI QIDQ4085141zbMATH OpenFDO

Authors Daniel Graupe, Daniel J. Krause, John Moore

Publication date 1975

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

Cited in

(4)

• ARMA spectral estimation based on partial autocorrelations
• A fast estimation method for ARMA processes
• A comparative analysis of various least-squares identification algorithms
• Determining the order of an arm a model from outlier contaminated data

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