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Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory - MaRDI portal

Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory (Q5028671)

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scientific article; zbMATH DE number 7472062
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English
Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory
scientific article; zbMATH DE number 7472062

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    Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory (English)
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    10 February 2022
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    ExpAR model
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    parameter estimation
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    Newton search
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    hierarchical identification
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    multi-innovation identification
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