Amendments to “Performance Analysis of Estimation Algorithms of Nonstationary ARMA Processes” [Mar 06 1041-1053]

DOI10.1109/TSP.2008.926687MaRDI QIDQ4569134zbMATH OpenFDO

Authors Feng Ding, Yang Shi, Tongwen Chen

Publication date 27 June 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TSP.2008.926687

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(2)

• Multi-innovation extended stochastic gradient algorithm and its performance analysis
• Hierarchical least squares algorithms for single-input multiple-output systems based on the auxiliary model

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