Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory
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Publication:5028671
DOI10.1080/00207721.2021.1895356zbMATH Open1483.93675OpenAlexW3134798574WikidataQ115552178 ScholiaQ115552178MaRDI QIDQ5028671FDOQ5028671
Authors: Huan Xu, Feng Ding, Min Gan, Tasawar Hayat, Ahmed Alsaedi 
Publication date: 10 February 2022
Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207721.2021.1895356
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parameter estimationhierarchical identificationmulti-innovation identificationNewton searchExpAR model
Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
Cites Work
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Cited In (8)
- Identification of nonlinear system with time delay based on wavelet packet decomposition and Gaussian kernel GMDH network
- Modeling a nonlinear process using the exponential autoregressive time series model
- Recursive search-based identification algorithms for the exponential autoregressive time series model with coloured noise
- Fitting the exponential autoregressive model through recursive search
- Two‐stage recursive identification algorithms for a class of nonlinear time series models with colored noise
- On some parameter estimation algorithms for the nonlinear exponential autoregressive model
- Three‐stage multi‐innovation parameter estimation for an exponential autoregressive time‐series model with moving average noise by using the data filtering technique
- Estimation of the exponential autoregressive time series model by using the genetic algorithm
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