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A bootstrap method for structure detection of NARMAX models - MaRDI portal

A bootstrap method for structure detection of NARMAX models (Q4474753)

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scientific article; zbMATH DE number 2078892
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English
A bootstrap method for structure detection of NARMAX models
scientific article; zbMATH DE number 2078892

    Statements

    title
    A bootstrap method for structure detection of NARMAX models (English)
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    author
    Sunil L. Kukreja
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    H. L. Galiana
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    R. E. Kearney
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    publication date
    12 July 2004
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    zbMATH Keywords
    nonlinear NARMAX models
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    structure detection
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    bootstrap technique
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    robustness
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    extended least-squares parameter estimation
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    Monte Carlo simulation
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    Identifiers

    Mathematics Subject Classification ID
    93E12
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    93B51
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    93A30
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    65C05
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    zbMATH DE Number
    2078892
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    OpenAlex ID
    W2116556955
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