Identification of an unstable ARMA equation
Usually the coefficients in a stochastic time series model are partially or entirely unknown when the realization of the time series is observed. Sometimes the unknown coefficients can be estimated from the realization with the required accuracy. That will eventually allow optimizing the data handli...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2001-01-01
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| Series: | Mathematical Problems in Engineering |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1155/S1024123X01001557 |