Nonstationary ARMA models via simultaneous AR and MA estimation

Yves Grenier. Nonstationary ARMA models via simultaneous AR and MA estimation. In IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 1986, Tokyo, Japan, April 7-11, 1986. pages 2339-2342, IEEE, 1986. [doi]

Authors

Yves Grenier

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