On-line estimation of ARMA models using Fisher-scoring

Systems Science & Control Engineering 2014 / 12 Vol. 2; Iss. 1

On-line estimation of ARMA models using Fisher-scoring

Ouakasse, Abdelhamid, Mélard, Guy
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Volume:
2
Language:
english
Journal:
Systems Science & Control Engineering
DOI:
10.1080/21642583.2014.912572
Date:
December, 2014
File:
PDF, 1.01 MB
english, 2014
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