Decomposition-based gradient estimation algorithms for multivariate equation-error autoregressive systems using the multi-innovation theory (Q2003302)
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scientific article; zbMATH DE number 7081096
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Decomposition-based gradient estimation algorithms for multivariate equation-error autoregressive systems using the multi-innovation theory |
scientific article; zbMATH DE number 7081096 |
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Decomposition-based gradient estimation algorithms for multivariate equation-error autoregressive systems using the multi-innovation theory (English)
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16 July 2019
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parameter estimation
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gradient search
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multi-innovation
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decomposition technique
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multivariate system
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0.9278989
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0.8942115
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0.89326656
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0.8841445
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0.8771038
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