Application of the multi-model partitioning theory for simultaneous order and parameter estimation of multivariate ARMA models

Stylianos Sp. Pappas, Vassilios C. Moussas, Sokratis K. Katsikas. Application of the multi-model partitioning theory for simultaneous order and parameter estimation of multivariate ARMA models. IJMIC, 4(3):242-249, 2008. [doi]

Authors

Stylianos Sp. Pappas

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Vassilios C. Moussas

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Sokratis K. Katsikas

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