Stochastic approximation algorithms for identifying ARMA processes

DOI10.1080/00207727408920158zbMath0294.62107OpenAlexW2040720902MaRDI QIDQ4046987

Joseph Perl, Daniel Graupe

Publication date: 1974

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

Full work available at URL: https://doi.org/10.1080/00207727408920158

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic approximation (62L20)

Related Items

Estimation of upper bounds of errors in identifying autoregressive models ⋮ Identification of noisy distributed parameter systems using stochastic approximation†

Cites Work

• EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
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