๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Large sample properties of parameter least squares estimates for time-varying arma models

โœ Scribed by Christian Francq; Antony Gautier

Book ID
111039897
Publisher
John Wiley and Sons
Year
2004
Tongue
English
Weight
204 KB
Volume
25
Category
Article
ISSN
0143-9782

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Least squares based iterative parameter
Least squares based iterative parameter estimation algorithm for multivariable controlled ARMA system modelling with finite measurement data
โœ Bo Bao; Yingqin Xu; Jie Sheng; Ruifeng Ding ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 266 KB

Difficulties of identification for multivariable controlled autoregressive moving average (ARMA) systems lie in that there exist unknown noise terms in the information vector, and the iterative identification can be used for the system with unknown terms in the information vector. By means of the hi