Sparse structure based iterative algorithm for AR model identification

MaRDI QIDQ3072750zbMATH OpenFDO

Authors Xiao Jun Duan, Xiaoyong Du

Publication date 5 February 2011

zbMATH Keywords

AR model identificationreduced parametersparse structure

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05)

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