Tracking analysis of an ARMA parameter estimation algorithm
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Cited in
(7)- A method for adaptive estimation of ARMA processes
- Tracking randomly varying parameters: Analysis of a standard algorithm
- Adaptive modified covariance algorithms for spectral analysis
- Parameter estimation of time-varying ARMA model
- Maximum a posteriori estimation of time-varying ARMA processes from noisy observations
- scientific article; zbMATH DE number 1127080 (Why is no real title available?)
- Matrix forgetting factor with adaptation
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