Maximum likelihood gradient-based iterative estimation algorithm for a class of input nonlinear controlled autoregressive ARMA systems (Q493928)
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scientific article; zbMATH DE number 6478886
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood gradient-based iterative estimation algorithm for a class of input nonlinear controlled autoregressive ARMA systems |
scientific article; zbMATH DE number 6478886 |
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Maximum likelihood gradient-based iterative estimation algorithm for a class of input nonlinear controlled autoregressive ARMA systems (English)
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7 September 2015
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parameter estimation
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maximum likelihood
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stochastic gradient
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simulation
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