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Recursive identification for multidimensional ARMA processes with increasing variance - MaRDI portal

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Recursive identification for multidimensional ARMA processes with increasing variance (Q866181)

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scientific article; zbMATH DE number 5128643
Language Label Description Also known as
English
Recursive identification for multidimensional ARMA processes with increasing variance
scientific article; zbMATH DE number 5128643

    Statements

    title
    Recursive identification for multidimensional ARMA processes with increasing variance (English)
    0 references
    publication date
    20 February 2007
    0 references
    zbMATH Keywords
    recursive estimation
    0 references
    martingale difference sequence
    0 references
    author
    Hanfu Chen
    0 references

    Identifiers

    zbMATH DE Number
    5128643
    0 references
     
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