## 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
โฆ LIBER โฆ
A method for adaptive estimation of ARMA processes
โ Scribed by L. Guo; H.F. Chen
- Publisher
- Elsevier Science
- Year
- 1988
- Tongue
- English
- Weight
- 446 KB
- Volume
- 11
- Category
- Article
- ISSN
- 0167-6911
No coin nor oath required. For personal study only.
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