Estimation and setting starting values in ARMA algorithms

DOI10.1007/BF01183149zbMath0768.93078MaRDI QIDQ1207748

Srbijanka R. Turajlić, Zoran M. Saric

Publication date: 23 May 1993

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

conditional likelihood function

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03)

Related Items (2)

A new approach to speech segmentation based on the maximum likelihood ⋮ Sequential speech segmentation based on the spectral ARMA transition measure

Cites Work

• Adaptive sequential segmentation of piecewise stationary time series
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