Performance analysis of estimation algorithms of nonstationary ARMA processes

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

Feng Ding, Tongwen Chen, Yang Shi

Publication date: 30 October 2017

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

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

94A12: Signal theory (characterization, reconstruction, filtering, etc.)

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