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EM-based identification of continuous-time ARMA models from irregularly sampled data - MaRDI portal

EM-based identification of continuous-time ARMA models from irregularly sampled data (Q510135)

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scientific article; zbMATH DE number 6685195
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EM-based identification of continuous-time ARMA models from irregularly sampled data
scientific article; zbMATH DE number 6685195

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    EM-based identification of continuous-time ARMA models from irregularly sampled data (English)
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    16 February 2017
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    continuous-time ARMA model
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    maximum-likelihood
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    expectation-maximization
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    irregularly sampled data
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