✦ LIBER ✦

A note on spectral estimation for ARMA processes

✍ Scribed by Hannagan, G. M.; Thomson, P. J.

Book ID: 127223686
Publisher: Taylor and Francis Group
Year: 1983
Tongue: English
Weight: 225 KB
Volume: 18
Category: Article
ISSN: 0094-9655
DOI: 10.1080/00949658308810683

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Spectral estimation of ARMA processes us

Spectral estimation of ARMA processes using ARMA-cepstrum recursion

✍ Kaderli, A.; Kayhan, A.S. 📂 Article 📅 2000 🏛 IEEE 🌐 English ⚖ 52 KB

A NOTE ON ARMA ESTIMATION

✍ An Hong-Zhi; Chen Zhao-Guo; E. J. Hannan 📂 Article 📅 1983 🏛 John Wiley and Sons 🌐 English ⚖ 435 KB

Statistical analysis of a spectral estim

Statistical analysis of a spectral estimator for ARMA processes

✍ Sakai, H.; Tokumaru, H. 📂 Article 📅 1980 🏛 IEEE 🌐 English ⚖ 256 KB

Improved ARMA spectral estimation

✍ H. L. Gray; Wayne A. Woodward 📂 Article 📅 1987 🏛 Springer US 🌐 English ⚖ 609 KB

A Note on Non-Negative Arma Processes

✍ Henghsiu Tsai; K. S. Chan 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 510 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