✦ LIBER ✦

A New Robust Estimation Method for ARMA Models

✍ Scribed by Chakhchoukh, Y.

Book ID: 118141322
Publisher: IEEE
Year: 2010
Tongue: English
Weight: 877 KB
Volume: 58
Category: Article
ISSN: 1053-587X
DOI: 10.1109/tsp.2010.2046413

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A robust spectral estimation by modeling

A robust spectral estimation by modeling an estimated autocovariance with an ARMA model

✍ Sungkwon Park; Gerhardt, L.A. 📂 Article 📅 1989 🏛 IEEE ⚖ 746 KB

High performance spectral estimation--A

High performance spectral estimation--A new ARMA method

✍ Cadzow, J. 📂 Article 📅 1980 🏛 IEEE ⚖ 684 KB

PARAMETER ESTIMATION FOR PERIODIC ARMA M

PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS

✍ G. J. Adams; G. C. Goodwin 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 710 KB

A fast estimation method for ARMA proces

A fast estimation method for ARMA processes

✍ Jacques Kiseta Sabiti 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 587 KB

## 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

New Method of Order Estimation for ARMA/

New Method of Order Estimation for ARMA/ARMAX Processes

✍ Chen, Han-Fu; Zhao, Wen-Xiao 📂 Article 📅 2010 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 313 KB

A method for adaptive estimation of ARMA

A method for adaptive estimation of ARMA processes

✍ L. Guo; H.F. Chen 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 446 KB