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On some parameter estimation algorithms for the nonlinear exponential autoregressive model - MaRDI portal

On some parameter estimation algorithms for the nonlinear exponential autoregressive model (Q5240985)

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scientific article; zbMATH DE number 7124137
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On some parameter estimation algorithms for the nonlinear exponential autoregressive model
scientific article; zbMATH DE number 7124137

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    On some parameter estimation algorithms for the nonlinear exponential autoregressive model (English)
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    29 October 2019
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    ExpAR model
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    gradient search
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    hierarchical identification principle
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    least squares
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    multi-innovation identification theory
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    parameter estimation
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