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A new robust estimation method for ARMA models.

Yacine ChakhchoukhPatrick PanciaticiPascal BondonLamine Mili
Published in: ICASSP (2009)
Keyphrases
  • robust estimation
  • monte carlo simulation
  • model selection
  • parameter estimation
  • least squares
  • segmentation method
  • three dimensional
  • dynamic programming
  • denoising