Constrained expectation maximisation algorithm for estimating ARMA models in state space representation
Crossref DOI link: https://doi.org/10.1186/s13634-020-00678-3
Published Online: 2020-05-11
Published Print: 2020-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Galka, Andreas
Moontaha, Sidratul
Siniatchkin, Michael
Text and Data Mining valid from 2020-05-11
Version of Record valid from 2020-05-11
Article History
Received: 9 July 2019
Accepted: 25 March 2020
First Online: 11 May 2020
Consent for publication
: Not applicable.
: The authors declare that they have no competing interests.