Identification of autoregressive moving-average parameters of time series

DOI10.1109/TAC.1975.1100855zbMath0322.62092MaRDI QIDQ4085141

Daniel J. Krause, John B. Moore, Daniel Graupe

Publication date: 1975

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

Related Items (4)

A fast estimation method for ARMA processes ⋮ A comparative analysis of various least-squares identification algorithms ⋮ Determining the order of an arm a model from outlier contaminated data ⋮ ARMA spectral estimation based on partial autocorrelations

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