AbstractThis paper presents a two-stage least squares based iterative algorithm, a residual based interactive least squares algorithm and a residual based recursive least squares algorithm for identifying controlled autoregressive moving average (C-ARMA) models. The simulation studies indicate that the proposed algorithms can effectively estimate the parameters of the C-ARMA models
An algorithm for multichannel autoregressive moving average (ARMA) modeling which uses scalar comput...
An algorithm for multichannel autoregressive moving average (ARMA) modeling which uses scalar comput...
This paper addresses the problem of identifying echelon canonical forms for a vector autoregressive ...
AbstractThis paper presents a two-stage least squares based iterative algorithm, a residual based in...
A recursive algorithm for ARMA (autoregressive moving average) filtering has been developed in a com...
This study is based on the observation that if the bootstrapping is combined with different paramete...
Abstract. This paper is devoted to ARMA models with time-dependent coefficients, including well-know...
This paper studies least-squares parameter estimation algorithms for input nonlinear systems, includ...
AbstractAn iterative least squares parameter estimation algorithm is developed for controlled moving...
AbstractA two-stage least squares based iterative (two-stage LSI) identification algorithm is derive...
Autoregressive (AR), moving average (MA) and autoregressive moving average (ARMA) systems for the si...
This postestimation technique produces dynamic simulations of autoregressive ordinary least-squares ...
This postestimation technique produces dynamic simulations of autoregressive ordinary least-squares ...
Usually the coefficients in a stochastic time series model are partially or entirely unknown when th...
The present paper aims to present an entirely new approach for the development of "exact" recursive ...
An algorithm for multichannel autoregressive moving average (ARMA) modeling which uses scalar comput...
An algorithm for multichannel autoregressive moving average (ARMA) modeling which uses scalar comput...
This paper addresses the problem of identifying echelon canonical forms for a vector autoregressive ...
AbstractThis paper presents a two-stage least squares based iterative algorithm, a residual based in...
A recursive algorithm for ARMA (autoregressive moving average) filtering has been developed in a com...
This study is based on the observation that if the bootstrapping is combined with different paramete...
Abstract. This paper is devoted to ARMA models with time-dependent coefficients, including well-know...
This paper studies least-squares parameter estimation algorithms for input nonlinear systems, includ...
AbstractAn iterative least squares parameter estimation algorithm is developed for controlled moving...
AbstractA two-stage least squares based iterative (two-stage LSI) identification algorithm is derive...
Autoregressive (AR), moving average (MA) and autoregressive moving average (ARMA) systems for the si...
This postestimation technique produces dynamic simulations of autoregressive ordinary least-squares ...
This postestimation technique produces dynamic simulations of autoregressive ordinary least-squares ...
Usually the coefficients in a stochastic time series model are partially or entirely unknown when th...
The present paper aims to present an entirely new approach for the development of "exact" recursive ...
An algorithm for multichannel autoregressive moving average (ARMA) modeling which uses scalar comput...
An algorithm for multichannel autoregressive moving average (ARMA) modeling which uses scalar comput...
This paper addresses the problem of identifying echelon canonical forms for a vector autoregressive ...