The model equivalence based parameter estimation methods for Box-Jenkins systems

Journal of the Franklin Institute

Volumn 352, Issue 12, 2015, Pages 5473-5485

  Ding, Feng ^a   Meng, Dandan ^a   Wang, Qi ^a  

^a NANCHANG HANGKONG UNIVERSITY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; GAUSSIAN NOISE (ELECTRONIC);

AUTOREGRESSIVE MOVING AVERAGE; AUXILIARY MODELING; EQUIVALENT TRANSFORMATIONS; EXTENDED LEAST SQUARES; MODEL EQUIVALENCES; PARAMETER ESTIMATE; PARAMETER ESTIMATION METHOD; RECURSIVE EXTENDED LEAST SQUARES;

PARAMETER ESTIMATION;

EID: 84950327377     PISSN: 00160032     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfranklin.2015.08.018     Document Type: Article

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