Instrumental variable methods for ARMA spectral estimation (Q3680125)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Instrumental variable methods for ARMA spectral estimation |
scientific article |
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Instrumental variable methods for ARMA spectral estimation (English)
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1983
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ARMA spectral estimation
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recursive instrumental variable algorithms
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adaptive spectral estimation
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overdetermined case
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efficient lattice algorithm
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modified Yule-Walker equations
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sample correlation coefficients
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simulation results
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