scientific article; zbMATH DE number 1127080

zbMATH Open0893.62091MaRDI QIDQ4380165FDOQ4380165

Authors: Hidekazu Tamamura, Masanori Yamaguchi, Toshiaki Tabuchi 

Publication date: 24 August 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

extended Kalman filterlinearizationARMA process

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

Cited In (14)

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• Tracking analysis of an ARMA parameter estimation algorithm
• Unscented Kalman filter for time varying spectral analysis of earthquake ground motions
• A note on the properties of some nonstationary ARMA processes
• Title not available (Why is that?)
• A bootstrap-based approach for parameter and polyspectral density estimation of a non-minimum phase ARMA process
• Maximum a posteriori estimation of time-varying ARMA processes from noisy observations
• Parameter estimation of time-varying ARMA model
• Identification and estimation of non-Gaussian ARMA processes
• Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity
• Sequential parameter estimation of time-varying non-Gaussian autoregressive processes
• Instantaneous spectrum estimation of earthquake ground motions based on unscented Kalman filter method
• Time-Frequency ARMA Models and Parameter Estimators for Underspread Nonstationary Random Processes
• Pole and noise variance estimation of an AR(1) model by means of nonlinear filtering

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