Multi-innovation gradient estimation algorithms for multivariate equation-error autoregressive moving average systems based on the filtering technique (Q6598653)
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scientific article; zbMATH DE number 7907003
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-innovation gradient estimation algorithms for multivariate equation-error autoregressive moving average systems based on the filtering technique |
scientific article; zbMATH DE number 7907003 |
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Multi-innovation gradient estimation algorithms for multivariate equation-error autoregressive moving average systems based on the filtering technique (English)
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5 September 2024
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gradient methods
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autoregressive moving average processes
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parameter estimation
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filtering theory
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multiinnovation gradient estimation algorithms
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multivariate equation-error autoregressive
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multivariate pseudolinear autoregressive moving average systems
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data filtering technique
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multiinnovation stochastic gradient algorithm
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