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A comparison of two linear methods of estimating the parameters of ARMA models - MaRDI portal

A comparison of two linear methods of estimating the parameters of ARMA models (Q3475198)

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A comparison of two linear methods of estimating the parameters of ARMA models
scientific article

    Statements

    title
    A comparison of two linear methods of estimating the parameters of ARMA models (English)
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    author
    Shiping Li
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    Yao Zhu
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    Bradley W. Dickinson
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    publication date
    1989
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    zbMATH Keywords
    infinite-order AR model
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    ARMA(p,q) model
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    Identifiers

    DOI
    10.1109/9.29444
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    zbMATH DE Number
    4143890
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    OpenAlex ID
    W2059198379
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