A Comparison between Successive Estimate of TVAR(1) and TVAR(2) and the Estimate of a TVAR(3) Process
In time series analyses, the auto-regressive (AR) modelling of zero mean data is widely used for system identification, signal decorrelation, detection of outliers and forecasting. An AR process of order <i>p</i> is uniquely defined by <i>p</i> coefficients and the variance i...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-07-01
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| Series: | Engineering Proceedings |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2673-4591/39/1/90 |