A Representation Theorem for the Error of Recursive Estimators
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/S0363012991217421
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1. Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model
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4. Weighted Estimation and Tracking for ARMAX Models
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