Study of a least-squares-based algorithm for autoregressive signals subject to white noise

DOI10.1155/S1024123X03210012zbMATH Open1068.93059OpenAlexW1983484433MaRDI QIDQ1774458

Wei Xing Zheng

Publication date: 9 May 2005

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/51541

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Stochastic systems in control theory (general) (93E03) Communication theory (94A05)

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