Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory
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Publication:5028671
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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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