A comparison of numerator estimators for ARMA spectra
โ Scribed by Moses, R.; Beex, A.
- Book ID
- 117906524
- Publisher
- IEEE
- Year
- 1986
- Weight
- 451 KB
- Volume
- 34
- Category
- Article
- ISSN
- 0096-3518
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๐ SIMILAR VOLUMES
## An improvement of a batch algorithm for parameter estimation of an ARMA process is presented. A fast and iterative algorithm is presented, and provides estimates with the same asymptotic distribution as the maximum likelihood estimates. This algorithm is a modified version of the method suggest
This paper provides a concise and unified comparison of four distinct variations of Galerkin's method. The four Galerkin variations are the explicit (traditional), implicit, quadratic implicit, and diagonalized-implicit Galerkin methods. Results indicate that the explicit Galerkin method is superior