Iterative least squares estimation and identification of the transfer function model

Journal of Time Series Analysis

Volumn 18, Issue 6, 1997, Pages 579-592

  Muller, Daniel ^a   Wei, William W S ^a  

^a NONE

Author keywords

Autocovariance function; Cross correlation function; Least squares estimates; Model identification; Time series; Transfer function model; Yule Walker equations

Indexed keywords

EID: 0347171133     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00069     Document Type: Article

References (8)

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