Maximum likelihood parameter estimation algorithm for controlled autoregressive autoregressive models
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Publication:2885561
DOI10.1080/00207160.2011.598514zbMath1248.93161OpenAlexW2148936330MaRDI QIDQ2885561
Ruifeng Ding, Wei Wang, Junhong Li
Publication date: 23 May 2012
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2011.598514
Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)
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