Estimation of upper bounds of errors in identifying autoregressive models

DOI10.1080/00207727508941789zbMath0293.93024OpenAlexW1994861439MaRDI QIDQ4045935

Daniel Graupe

Publication date: 1975

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727508941789

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

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• Estimation and information in stationary time series
• EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
• Stochastic approximation algorithms for identifying ARMA processes
• On the Statistical Treatment of Linear Stochastic Difference Equations

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