ARMA spectral estimation based on partial autocorrelations
type: Item
instance of: scholarly article
title: ARMA spectral estimation based on partial autocorrelations
zbMATH Open document ID: 0535.93060
DOI: 10.1007/BF01599075
author: Boaz Porat
published in: Circuits, Systems, and Signal Processing
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 93E25
zbMATH DE Number: 3850959
zbMATH Keywords: autoregressive moving-average parameters
zbMATH Keywords: stationary time series
zbMATH Keywords: partial autocorrelations
MaRDI profile type: Publication
cites work: Q5631966
cites work: The Fitting of Time-Series Models
cites work: Large-sample estimation of parameters for autoregressive processes with moving-average residuals
cites work: The estimation of mixed moving average autoregressive systems
cites work: Maximum likelihood identification of Gaussian autoregressive moving average models
cites work: Q5663204
cites work: Maximum likelihood estimation of parameters of autoregressive processes with moving average residuals and other covariance matrices with linear structure
cites work: Estimation for autoregressive moving average models in the time and frequency domains
cites work: High performance spectral estimation--A new ARMA method
cites work: A new look at the statistical model identification
cites work: Inconsistency of the AIC rule for estimating the order of autoregressive models
cites work: Identification of autoregressive moving-average parameters of time series
cites work: Q4065382
cites work: On another approach to the Schur-Cohn criterion
cites work: A combined penalty function and gradient projection method for nonlinear programming
cites work: Recursive least squares ladder estimation algorithms
cites work: Square root covariance ladder algorithms
Recommended article: ARMA spectral estimation based on partial autocorrelations. II: Statistical analysis
Recommended article: AR and ARMA spectral estimation
Recommended article: Approximate maximum-likelihood approach to ARMA spectral estimation
Recommended article: A New ARMA Spectral Estimator
Recommended article: Q3729873
Recommended article: Q3685892
Recommended article: Q5287365
Recommended article: An efficient linear method for ARMA spectral estimation
Recommended article: Q3321285
Recommended article: Q3347151
description: scientific article; zbMATH DE number 3850959