"Constrained expectation maximisation algorithm for estimating ARMA models ..."

Andreas Galka, Sidratul Moontaha, Michael Siniatchkin (2020)

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DOI: 10.1186/S13634-020-00678-3

access: open

type: Journal Article

metadata version: 2020-05-15

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  - https://dblp.org/rec/journals/ejasp/GalkaMS20
Andreas Galka, Sidratul Moontaha, Michael Siniatchkin:
Constrained expectation maximisation algorithm for estimating ARMA models in state space representation. EURASIP J. Adv. Signal Process. 2020(1): 23 (2020)

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