A fast estimation method for ARMA processes

Automatica

Volumn 32, Issue 2, 1996, Pages 235-239

  Sabiti, Jacques Kiseta ^a  

^a UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

Author keywords

Asymptotic normality; Fast algorithm; Least squares approximations; Nonlinear filtering; Parameter estimation; Strong consistency

Indexed keywords

ALGORITHMS; ASYMPTOTIC STABILITY; COMPUTER SIMULATION; IDENTIFICATION (CONTROL SYSTEMS); ITERATIVE METHODS; LEAST SQUARES APPROXIMATIONS; POLYNOMIALS; RANDOM PROCESSES; REGRESSION ANALYSIS; SIGNAL FILTERING AND PREDICTION;

ASYMPTOTIC NORMALITY; AUTOREGRESSIVE MOVING AVERAGE SYSTEMS; FAST ALGORITHMS; MAXIMUM LIKELIHOOD ESTIMATES; MAYNE AND FIROOZAN METHOD; NONLINEAR FILTERING;

PARAMETER ESTIMATION;

EID: 0030082710     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/0005-1098(96)85553-1     Document Type: Article

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