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A finite-step global convergence algorithm for the parameter estimation of multichannel MA processes - MaRDI portal

A finite-step global convergence algorithm for the parameter estimation of multichannel MA processes (Q4031510)

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A finite-step global convergence algorithm for the parameter estimation of multichannel MA processes
scientific article

    Statements

    title
    A finite-step global convergence algorithm for the parameter estimation of multichannel MA processes (English)
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    author
    Lang Tong
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    Yujiro Inouye
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    Ruey-wen Liu
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    publication date
    1 April 1993
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    zbMATH Keywords
    multichannel MA models
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    algorithm
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    Identifiers

    DOI
    10.1109/78.157295
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    zbMATH DE Number
    149198
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    OpenAlex ID
    W2150972651
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