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Decomposition-based gradient estimation algorithms for multivariate equation-error autoregressive systems using the multi-innovation theory - MaRDI portal

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
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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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