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Estimation en ligne pour le modèle ARMA

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  • Abdelhamid Ouakasse
  • Guy Melard

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  • Abdelhamid Ouakasse & Guy Melard, 2002. "Estimation en ligne pour le modèle ARMA," ULB Institutional Repository 2013/13826, ULB -- Universite Libre de Bruxelles.
    • Handle: RePEc:ulb:ulbeco:2013/13826
    Note: Conference paper presented at: (13-17 May 2002: Bruxelles - Louvain-la-Neuve)
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    References listed on IDEAS

    as
    1. André Klein & Guy Melard, 1989. "On algorithms for computing the covariance matrix of estimates in autoregresive-moving average processes," ULB Institutional Repository 2013/13710, ULB -- Universite Libre de Bruxelles.
    2. André Klein & Guy Melard, 1994. "Computation of the Fisher information matrix for SISO models," ULB Institutional Repository 2013/13728, ULB -- Universite Libre de Bruxelles.
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