Simple consistent estimation of the coefficients of a linear filter (Q1098530)
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scientific article; zbMATH DE number 4039072
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simple consistent estimation of the coefficients of a linear filter |
scientific article; zbMATH DE number 4039072 |
Statements
Simple consistent estimation of the coefficients of a linear filter (English)
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1988
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preliminary estimation
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linear filter
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identification
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linear process
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innovations
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best mean square predictor
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ARMA processes
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0.9072436
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0.90340173
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0.90340173
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0.8950317
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0.8845904
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0.8760596
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