AR and ARMA spectral estimation

DOI10.1007/BF01544193zbMath0685.65136MaRDI QIDQ1262110

K. Appert

Publication date: 1988

Published in: Stochastic Hydrology and Hydraulics (Search for Journal in Brave)

zbMATH Keywords

ARMA-modelsAR- modelsBlackman-Tukey nonparametric estimatesspectral estimation methods

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Estimation of periodicities in hydrologic data

Cites Work

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• Time series: theory and methods
• Fitting autoregressive models for prediction
• A new autoregressive spectrum analysis algorithm
• A Study of Autoregressive and Window Spectral Estimation
• A Bayesian comparison of different classes of dynamic models using empirical data

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