scientific article; zbMATH DE number 590910

MaRDI QIDQ4296276zbMATH OpenFDO

Authors László Gerencsér

Publication date 12 July 1994

zbMATH Keywords

\(L\)-mixing processARMAfixed gain estimationprediction error estimationstochastic complexity

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

Recommendations

• scientific article; zbMATH DE number 877656
• Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process
• Parameter estimation for ARMA processes with errors in models
• A method to estimate the parameters of an ARMA model
• scientific article; zbMATH DE number 1127080

Cited in

(4)

• Strong approximation of the recursive prediction error estimator of the parameters of an ARMA process
• Uncertainties for recursive estimators in nonlinear state-space models, with applications to epidemiology
• On the statistical analysis of quantized Gaussian AR(1) processes
• scientific article; zbMATH DE number 877656 (Why is no real title available?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4296276)