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Application of the Polynomial Maximization Method for Estimation Parameters of Autoregressive Models with Asymmetric Innovations.
Serhii W. Zabolotnii
Oleksandr Tkachenko
Zygmunt L. Warsza
Published in:
AUTOMATION (2022)
Keyphrases
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parameter estimation
detection method
segmentation method
computational complexity
preprocessing
clustering method
pairwise
maximum likelihood estimation
similarity measure
probabilistic model
maximum likelihood
basis functions
estimation process