Flimmel, Samuel Clipped AR(p) with unknown threshold. (English) Zbl 07529946 Commun. Stat., Theory Methods 49, No. 21, 5115-5122 (2020). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Garza-Venegas, J. A.; Tercero-Gómez, V. G.; Ho, L. Lee; Castagliola, P.; Celano, G. Effect of autocorrelation estimators on the performance of the \(\overline{X}\) control chart. (English) Zbl 07192678 J. Stat. Comput. Simulation 88, No. 13, 2612-2630 (2018). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Pan, Lijun; Han, Xinli The global solution of the interaction problem for the Saw-Rascle model with phase transitions. (English) Zbl 1258.35194 Math. Methods Appl. Sci. 35, No. 14, 1700-1711 (2012). MSC: 35Q91 35L67 35B30 35L65 × Cite Format Result Cite Review PDF Full Text: DOI
Labarre, D.; Grivel, E.; Berthoumieu, Y.; Todini, E.; Najim, M. Consistent estimation of autoregressive parameters from noisy observations based on two interacting Kalman filters. (English) Zbl 1172.94439 Signal Process. 86, No. 10, 2863-2876 (2006). MSC: 94A12 × Cite Format Result Cite Review PDF Full Text: DOI
Rahardjo, Swasono; Pasaribu, Udjianna S.; Darwis, Sutawanir Study of the behaviour of the parameters of the model AR(\(p\)) on autovariance matrix inverse. (Studi perilaku parameter model AR(\(p\)) melalui invers matriks autokovariansinya.) (Indonesian. English summary) Zbl 1068.37060 J. Indones. Math. Soc. 11, No. 1, 71-80 (2005). MSC: 37M10 62M10 37N40 × Cite Format Result Cite Review PDF
Marković, Milan Ž.; Milosavljević, Milan M.; Kovačević, Branko D. Quadratic classifier with sliding training data set in robust recursive AR speech analysis. (English) Zbl 1005.68792 Speech Communication 37, No. 3-4, 283-302 (2002). MSC: 68U99 68T10 × Cite Format Result Cite Review PDF Full Text: DOI
Hanzon, Bernard; Peeters, Ralf L. M. Balanced parametrizations of stable SISO all-pass systems in discrete time. (English) Zbl 0967.93018 Math. Control Signals Syst. 13, No. 3, 240-276 (2000). Reviewer: Dmitriy Kalyuzhniy-Verbovetzky (Odessa) MSC: 93B20 93C55 × Cite Format Result Cite Review PDF Full Text: DOI
Tourneret, Jean-Yves Normality of a non-linear transformation of AR parameters: application to reflection and cepstrum coefficients. (English) Zbl 1053.62559 Signal Process. 62, No. 1, 1-14 (1997). MSC: 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Jensen, Jens Ledet A simple derivation of \(r^*\) for curved exponential families. (English) Zbl 0923.62026 Scand. J. Stat. 24, No. 1, 33-46 (1997). MSC: 62F03 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Koubková, Alena Two special models of \(\text{AR} (n)\) processes with time-dependent random parameters. (English) Zbl 0857.62088 Kybernetika 31, No. 4, 347-357 (1995). MSC: 62M10 62M15 62M20 × Cite Format Result Cite Review PDF Full Text: EuDML Link
Bakrim, M’hamed; Aboutajdine, Driss; Najim, Mohamed New cumulant-based approaches for non-Gaussian time-varying AR models. (English) Zbl 0803.62079 Signal Process. 39, No. 1-2, 107-115 (1994). MSC: 62M10 62N99 94A12 62P99 × Cite Format Result Cite Review PDF Full Text: DOI
Pap, G. The distribution of estimates of parameters of multidimensional stationary AR processes. (English) Zbl 0791.62085 Comput. Math. Appl. 27, No. 2, 1-8 (1994). MSC: 62M09 62E15 62M10 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Konev, V. V.; Pergamenshchikov, S. M. Guaranteed estimation of autoregression parameters on the basis of a sequential correlational method. (English. Russian original) Zbl 0846.62059 Proc. Steklov Inst. Math. 202, 121-137 (1994); translation from Tr. Mat. Inst. Steklova 202, 149-169 (1993). MSC: 62L12 62M10 62H12 × Cite Format Result Cite Review PDF
Anděl, Jiří; Garrido, Manuel Bayesian analysis of non-negative \(AR\)(2) processes. (English) Zbl 0742.62083 Statistics 22, No. 4, 579-588 (1991). MSC: 62M10 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Englund, Jan-Eric Recursive versions of the algorithm by Krasker and Welsch. (English) Zbl 0744.62048 Sequential Anal. 10, No. 3-4, 211-234 (1991). MSC: 62F35 62J05 62L20 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Martin, R. Douglas; Yohai, Victor J. Bias robust estimation of autoregression parameters. (English) Zbl 0738.62036 Directions in robust statistics and diagnostics, Pt. 1, Proc. IMA Summer Progr., Minneapolis/MN (USA) 1989, IMA Vol. Math. Appl. 33, 233-246 (1991). Reviewer: H.Büning (Berlin) MSC: 62F35 62J05 62M10 × Cite Format Result Cite Review PDF
Anděl, Jiři On nonlinear models for time series. (English) Zbl 0685.62066 Statistics 20, No. 4, 615-632 (1989). MSC: 62M10 60G10 × Cite Format Result Cite Review PDF Full Text: DOI
Martin, R. D.; Yohai, V. J. Fisher consistency of AM-estimates of the autoregression parameter using hard rejection filter cleaners. (English) Zbl 0679.62072 Topics in non-Gaussian signal processing, 118-127 (1989). MSC: 62M20 62F10 62F35 × Cite Format Result Cite Review PDF
Li, Shiping; Dickinson, Bradley W. Application of the lattice filter to robust estimation of AR and ARMA models. (English) Zbl 0652.93054 IEEE Trans. Acoust. Speech Signal Process. 36, No. 4, 502-512 (1988). Reviewer: P.Stoica MSC: 93E10 62M10 93E11 62M20 93E12 93E25 × Cite Format Result Cite Review PDF Full Text: DOI
Latzel, W. Einstellregeln für kontinuierliche und Abtast-Regler nach der Methode der Betragsanpassung. (On the setting of continuous and sampled data controllers by the method of gain adjustment). (German) Zbl 0652.93039 Automatisierungstechnik 36, No. 5, 170-178 (1988). Reviewer: P.Stoica MSC: 93C99 93C57 93B50 × Cite Format Result Cite Review PDF Full Text: DOI
Stoica, P.; Friedlander, B.; Söderström, T. Optimal instrumental variable multistep algorithms for estimation of the AR parameters of an ARMA process. (English) Zbl 0623.93071 Int. J. Control 45, 2083-2107 (1987). Reviewer: P.Morettin MSC: 93E10 62F12 62M10 65C99 68Q25 93E12 93E25 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Zhenni; Fang, Tong A time-domain method for identifying modal parameters. (English) Zbl 0592.73118 J. Appl. Mech. 53, 28-32 (1986). MSC: 74H50 93E12 65C99 × Cite Format Result Cite Review PDF Full Text: DOI