Parameter estimation for an exponential autoregressive time series model by the Newton search and multi-innovation theory
DOI10.1080/00207721.2021.1895356zbMath1483.93675OpenAlexW3134798574WikidataQ115552178 ScholiaQ115552178MaRDI QIDQ5028671
Min Gan, Huan Xu, Feng Ding, Tasawar Hayat, Ahmed Alsaedi
Publication date: 10 February 2022
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207721.2021.1895356
parameter estimationhierarchical identificationmulti-innovation identificationNewton searchExpAR model
Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
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