The estimation of autoregressive, moving average and mixed autoregressive moving average systems with time-dependent parameters of non-stationary time series

DOI10.1080/00207177608922190zbMath0324.93037OpenAlexW2006293994WikidataQ126244611 ScholiaQ126244611MaRDI QIDQ4088699

M. Y. Hussain, T. Subba Rao

Publication date: 1976

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177608922190

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Model systems in control theory (93C99)

Related Items (2)

On the identification of bilinear systems from operating records† ⋮ A new approach to the problem of estimating spectral parameters of non- stationary time series models

Cites Work

• Unnamed Item
• Unnamed Item
• Maximum likelihood identification of Gaussian autoregressive moving average models
• The estimation of mixed moving average autoregressive systems

This page was built for publication: The estimation of autoregressive, moving average and mixed autoregressive moving average systems with time-dependent parameters of non-stationary time series