An efficient approach for computing non-Gaussian ARMA model coefficients using Pisarenko's method

DOI10.1002/CTA.315zbMath1068.93027OpenAlexW2028176578MaRDI QIDQ5463664

Adnan M. Al-Smadi

Publication date: 5 August 2005

Published in: International Journal of Circuit Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cta.315

zbMATH Keywords

eigenvalueseigenvectorsPisarenko's methodARMA model coefficients

Mathematics Subject Classification ID

Linear systems in control theory (93C05)

Related Items (1)

Automatic identification of ARMA systems

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