The following pages link to MA estimation in polynomial time. (Q2734353):
Displaying 8 items.
- MA-model identification using modulated moment sequences (Q672853) (← links)
- Recursive identification for EIV ARMAX systems (Q848399) (← links)
- Modeling continuous-time processes via input-to-state filters (Q856521) (← links)
- Kalman-Popov-Yakubovich Lemma and the \(S\)-procedure: a historical essay (Q885768) (← links)
- On the existence of a class of invertible FIR filters for spectral shaping (Q1032364) (← links)
- A new class of invertible FIR filters for spectral shaping (Q1032366) (← links)
- Optimal correction of an indefinite estimated MA spectral density matrix (Q2373685) (← links)
- Multidimensional and strong Gevers-Wouters algorithm for estimating moving average parameters and its application to the construction of the ARMA innovation model (Q2766034) (← links)