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Problemy Peredachi Informatsii, 1991, Volume 27, Issue 2, Pages 59–68 (Mi ppi557)  
Methods of Signal Processing

Parameter Estimation of ARMA Processes

E. G. Zhilyakov
Full-text PDF (772 kB)
Abstract: We establish some algebraic properties of the elements of inverse matrices of ARMA (autoregressive?moving average) processes and propose new estimation algorithms.
Received: 11.10.1989
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.233.2
Language: Russian
Citation: E. G. Zhilyakov, “Parameter Estimation of ARMA Processes”, Probl. Peredachi Inf., 27:2 (1991), 59–68; Problems Inform. Transmission, 27:2 (1991), 140–149
Citation in format AMSBIB
\Bibitem{Zhi91}
\by E.~G.~Zhilyakov
\paper Parameter Estimation of~ARMA Processes
\jour Probl. Peredachi Inf.
\yr 1991
\vol 27
\issue 2
\pages 59--68
\mathnet{http://mi.mathnet.ru/ppi557}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1135072}
\zmath{https://zbmath.org/?q=an:0744.62129}
\transl
\jour Problems Inform. Transmission
\yr 1991
\vol 27
\issue 2
\pages 140--149
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    		Проблемы передачи информации Problems of Information Transmission
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