New Method of Order Estimation for ARMA/ARMAX Processes
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Publication:3058499
DOI10.1137/090768680zbMath1208.65021OpenAlexW1976157318MaRDI QIDQ3058499
Publication date: 3 December 2010
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/090768680
convergence ratestrong consistencyorder estimationARMAX processesautoregressive moving average (ARMA) process
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Related Items (4)
Recursive identification of errors-in-variables Wiener systems ⋮ Distributed Order Estimation of ARX Model under Cooperative Excitation Condition ⋮ Recursive identification of errors-in-variables Wiener-Hammerstein systems ⋮ Kernel-based local order estimation of nonlinear nonparametric systems
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