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TECHNICAL PAPERS

On the Estimation of Nonstationary Functional Series TARMA Models: An Isomorphic Matrix Algebra Based Method

[+] Author and Article Information
George N. Fouskitakis, Spilios D. Fassois

Stochastic Mechanical Systems (SMS) Group, Department of Mechanical & Aeronautical Engineering, University of Patras, GR 265 00 Patras, Greece

J. Dyn. Sys., Meas., Control 123(4), 601-610 (Jan 30, 2001) (10 pages) doi:10.1115/1.1409551 History: Received January 30, 2001
Copyright © 2001 by ASME
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References

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Figures

Grahic Jump Location
Chebyshev TARMA (1,1) model: (a) Signal segment; (b) theoretical power spectral density; (c) mean estimated power spectral density (generalized method)
Grahic Jump Location
Chebyshev TARMA(1,1) parameter trajectories: (a),(b) AR and MA parameters estimated by the Generalized method; (c), (d) AR and MA parameters estimated by the original P-A method (solid curves indicate theoretical trajectories; 50 estimates per case)
Grahic Jump Location
Chebyshev TARMA (2,1) model: (a) Signal segment; (b) theoretical power spectral density; (c) mean estimated power spectral density (generalized method)
Grahic Jump Location
Chebyshev TARMA(2,1) parameter trajectories: (a)-(c) AR and MA parameters estimated by the Generalized method; (d)-(f) AR and MA parameters estimated by the original P-A method (solid curves indicate theoretical trajectories; 50 estimates per case)

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