Identification of an unstable ARMA equation

DOI10.1155/S1024123X01001557zbMath0967.62066MaRDI QIDQ5933557

Vladimir N. Fomin, Yulia R. Gel

Publication date: 2 September 2001

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/48868

zbMATH Keywords

identificationlinear estimationleast squares methodunstable ARMA models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12)

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