Identification of autoregressive moving-average parameters of time series

DOI10.1109/TAC.1975.1100855zbMATH Open0322.62092MaRDI QIDQ4085141FDOQ4085141

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

This page was built for publication: Identification of autoregressive moving-average parameters of time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4085141)