IDENTIFICATION OF PREDICTOR AND FILTER PARAMETERS BY ARMA METHODS

[1] BOX GEP, 1971, TIME SERIES ANALYSIS

[2] EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS [J]. BIOMETRIKA, 1959, 46 (3-4) : 306 - 316

[3] GERSCH JW, 1970, IEEE T AUTOMAT CONTR, V15, P583

[4] GRAUPE D, 1971, IDENTIFICATION SYSTE

[5] GRAUPE D, 1971, 14 P MIDW S CIRC THE

[6] Kalman R.E., 1960, J BASIC ENG-T ASME, V82, P35, DOI DOI 10.1115/1.3662552

[7] KRAUSE DJ, 1971, 2 P S NONL EST THEOR

[8] LEE RC, 1964, OPTIMAL ESTIMATION I

[9] LUKACS E, 1968, STOCHASTIC CONVERGEN

[10] ON THE STATISTICAL TREATMENT OF LINEAR STOCHASTIC DIFFERENCE EQUATIONS [J]. ECONOMETRICA, 1943, 11 (3-4) : 173 - 220

[1] BOX GEP, 1971, TIME SERIES ANALYSIS

[2] EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS [J]. BIOMETRIKA, 1959, 46 (3-4) : 306 - 316

[3] GERSCH JW, 1970, IEEE T AUTOMAT CONTR, V15, P583

[4] GRAUPE D, 1971, IDENTIFICATION SYSTE

[5] GRAUPE D, 1971, 14 P MIDW S CIRC THE

[6] Kalman R.E., 1960, J BASIC ENG-T ASME, V82, P35, DOI DOI 10.1115/1.3662552

[7] KRAUSE DJ, 1971, 2 P S NONL EST THEOR

[8] LEE RC, 1964, OPTIMAL ESTIMATION I

[9] LUKACS E, 1968, STOCHASTIC CONVERGEN

[10] ON THE STATISTICAL TREATMENT OF LINEAR STOCHASTIC DIFFERENCE EQUATIONS [J]. ECONOMETRICA, 1943, 11 (3-4) : 173 - 220