EM-based identification of continuous-time ARMA Models from irregularly sampled data

Article

Abstract: In this paper we present a novel algorithm for identifying continuous-time autoregressive moving-ave

Palabras claves:

Continuous-time ARMA model, Expectation–Maximization, Irregularly sampled data, Maximum-likelihood

Autores:

Chen F., Garnier H., Gilson M., Juan C. Agüero, Liu T.

Fuentes:

scopus