Performance analysis of estimation algorithms of nonstationary ARMA processes

DOI10.1109/TSP.2005.862845zbMath1373.94569OpenAlexW2160220160MaRDI QIDQ4587718

Publication date: 30 October 2017

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

Full work available at URL: https://doi.org/10.1109/tsp.2005.862845

Mathematics Subject Classification ID

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

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