Recursive estimation algorithm using HNL moments for AR and ARMA processes under the noise environment (Q1391463)
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scientific article; zbMATH DE number 1178032
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive estimation algorithm using HNL moments for AR and ARMA processes under the noise environment |
scientific article; zbMATH DE number 1178032 |
Statements
Recursive estimation algorithm using HNL moments for AR and ARMA processes under the noise environment (English)
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22 July 1998
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ORIV method
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noise insensitive MSE criterion
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IV (instrumental variable)
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HNL (hybrid nonlinear) moments
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0.7948646545410156
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0.7751583456993103
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0.7459793090820312
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