Estimation of confidence regions for the parameters of ARMA models guaranteed non-asymptotic results.
Marco C. CampiErik WeyerPublished in: CDC (2003)
Keyphrases
- parameter estimation
- parametric models
- monte carlo simulation
- free parameters
- parameter space
- autoregressive
- statistical models
- update equations
- probabilistic model
- experimental data
- closed form
- parameter values
- complex systems
- model selection
- maximum likelihood estimation
- autoregressive moving average
- density estimation
- differential equations
- linear model
- image statistics
- estimation process
- medical images
- parameter estimates
- artificial neural networks