Identification of predictor and filter parameters by ARMA methods†

DOI10.1080/00207177308932445zbMath0278.93037OpenAlexW1987887534MaRDI QIDQ4404756

Daniel J. Krause, Daniel Graupe

Publication date: 1973

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177308932445

Mathematics Subject Classification ID

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

Related Items

Derivation of ARMA parameters and orders from pure AR models, Maximum-power validation of models without higher-order fitting

Cites Work

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