Performance analysis of estimation algorithms of nonstationary ARMA processes. (English) Zbl 1373.94569

Ding, Feng; Shi, Yang; Chen, Tongwen

IEEE Trans. Signal Process. 54, No. 3, 1041-1053 (2006); amendments ibid. 56, No. 10, Part 1, 4983-4984 (2008).

Editorial remark: No review copy delivered.

MSC:

94A12	Signal theory (characterization, reconstruction, filtering, etc.)
62M10	Time series, auto-correlation, regression, etc. in statistics (GARCH)