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A new algorithm for ARMA parameters. (Chinese)
J. Kunming Inst. Technol. 1986, No.4, 43-54 (1986).
A procedure for estimating the parameters of an ARMA model is presented. First the order and the original parameters of the model are given by using the relationship between the Green function and its inverse function. Then the linear least squares method can be used to identify the precision parameters.
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