Estimation en ligne pour le modèle ARMA
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Note: Conference paper presented at: (13-17 May 2002: Bruxelles - Louvain-la-Neuve)
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References listed on IDEAS
- 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.
- 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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