Maximum Likelihood Recursive Extended Least Squares Estimation for Multivariate Equation-Error Moving Average Systems

2018 10th International Conference on Modelling, Identification and Control (ICMIC) ◽

10.1109/icmic.2018.8529898 ◽

2018 ◽

Author(s):

Lijuan Liu ◽

Yan Ji ◽

Feng Ding ◽

Junhong Li

Keyword(s):

Maximum Likelihood ◽

Least Squares ◽

Moving Average ◽

Least Squares Estimation ◽

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Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems

Journal of the Franklin Institute ◽

10.1016/j.jfranklin.2018.07.041 ◽

2018 ◽

Vol 355 (15) ◽

pp. 7609-7625 ◽

Author(s):

Lijuan Liu ◽

Yan Wang ◽

Cheng Wang ◽

Feng Ding ◽

Tasawar Hayat

Keyword(s):

Maximum Likelihood ◽

Least Squares ◽

Least Squares Estimation ◽

Recursive Least Squares ◽

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Filtering-based recursive least-squares identification algorithm for controlled autoregressive moving average systems using the maximum likelihood principle

Journal of Vibration and Control ◽

10.1177/1077546314523634 ◽

2014 ◽

Vol 21 (15) ◽

pp. 3098-3106 ◽

Author(s):

Junhong Li ◽

Feng Ding

Keyword(s):

Maximum Likelihood ◽

Least Squares ◽

Moving Average ◽

Recursive Least Squares ◽

Autoregressive Moving Average ◽

Identification Algorithm ◽

Likelihood Principle ◽

Maximum Likelihood Principle

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On least-squares estimation of the residual variance in the first-order moving average model

Computational Statistics & Data Analysis ◽

10.1016/s0167-9473(98)00080-2 ◽

1999 ◽

Vol 29 (4) ◽

pp. 485-499 ◽

Author(s):

R.P. Mentz ◽

P.A. Morettin ◽

C.M.C. Toloi

Keyword(s):

Least Squares ◽

Moving Average ◽

Least Squares Estimation ◽

Residual Variance ◽

Average Model ◽

First Order ◽

Moving Average Model

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On the Performance of Maximum Likelihood Versus Means and Variance Adjusted Weighted Least Squares Estimation in CFA

Structural Equation Modeling A Multidisciplinary Journal ◽

10.1207/s15328007sem1302_2 ◽

2006 ◽

Vol 13 (2) ◽

pp. 186-203 ◽

Author(s):

Andre Beauducel ◽

Philipp Yorck Herzberg

Keyword(s):

Maximum Likelihood ◽

Least Squares ◽

Weighted Least Squares ◽

Least Squares Estimation ◽

Weighted Least Squares Estimation

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MAXIMUM LIKELIHOOD ESTIMATORS IN THE MULTIVARIATE AUTOREGRESSIVE MOVING-AVERAGE MODEL FROM A GENERALIZED LEAST SQUARES VIEWPOINT

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.1992.tb00099.x ◽

1992 ◽

Vol 13 (2) ◽

pp. 133-145 ◽

Author(s):

Gregory C. Reinsel ◽

Sabyasachi Basu ◽

Sook Fwe Yap

Keyword(s):

Maximum Likelihood ◽

Least Squares ◽

Moving Average ◽

Maximum Likelihood Estimators ◽

Generalized Least Squares ◽

Autoregressive Moving Average ◽

Average Model ◽

Autoregressive Moving Average Model ◽

Moving Average Model ◽

Multivariate Autoregressive

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Maximum Likelihood Recursive Identification for the Multivariate Equation-Error Autoregressive Moving Average Systems Using the Data Filtering

IEEE Access ◽

10.1109/access.2019.2905576 ◽

2019 ◽

Vol 7 ◽

pp. 41154-41163 ◽

Author(s):

Lijuan Liu ◽

Feng Ding ◽

Ling Xu ◽

Jian Pan ◽

Ahmed Alsaedi ◽

...

Keyword(s):

Maximum Likelihood ◽

Moving Average ◽

Recursive Identification ◽

Autoregressive Moving Average ◽

Data Filtering ◽

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Maximum likelihood least squares identification for systems with autoregressive moving average noise

Applied Mathematical Modelling ◽

10.1016/j.apm.2011.07.083 ◽

2012 ◽

Vol 36 (5) ◽

pp. 1842-1853 ◽

Author(s):

Wei Wang ◽

Feng Ding ◽

Jiyang Dai

Keyword(s):

Maximum Likelihood ◽

Least Squares ◽

Moving Average ◽

Autoregressive Moving Average

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Least-squares estimation for uncertain moving average model

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2020.1713373 ◽

2020 ◽

pp. 1-10 ◽

Author(s):

Xiangfeng Yang ◽

Yaodong Ni

Keyword(s):

Least Squares ◽

Moving Average ◽

Least Squares Estimation ◽

Average Model ◽

Moving Average Model

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Recursive Least-squares Estimation for Multivariable Systems Based on the Maximum Likelihood Principle

International Journal of Control Automation and Systems ◽

10.1007/s12555-018-0912-1 ◽

2019 ◽

Vol 18 (2) ◽

pp. 503-512 ◽

Author(s):

Huafeng Xia ◽

Yongqing Yang ◽

Feng Ding

Keyword(s):

Maximum Likelihood ◽

Least Squares ◽

Least Squares Estimation ◽

Recursive Least Squares ◽

Multivariable Systems ◽

Likelihood Principle ◽

Maximum Likelihood Principle

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Least squares estimation in the regression model with autoregressive-moving average errors

10.1093/biomet/58.2.299 ◽

1971 ◽

Vol 58 (2) ◽

pp. 299-312 ◽

Author(s):

DAVID A. PIERCE

Keyword(s):

Regression Model ◽

Least Squares ◽

Moving Average ◽

Least Squares Estimation ◽

Autoregressive Moving Average ◽

Moving Average Errors

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