ARMA parameter estimation based on sample covariances, for missing data

Yonina Rosen, Boaz Porat. ARMA parameter estimation based on sample covariances, for missing data. In IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 1986, Tokyo, Japan, April 7-11, 1986. pages 209-212, IEEE, 1986. [doi]

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