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《Acta Scientiarium Naturalium Universitatis Jilinensis》 2001-02
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A Least Square Estimation of Autoregressive Processes

LIN Zheng-hua (Department of Mathematics, Jilin University, Changchun, 130012, P.R.China) FENG Ren-zhong (Department of Information, Changchun Taxation College, Changchun, 130021, P.R.China)  
The present paper deals with an exact estimation of the parameter of AR processes via the theories of constrained optimizations and computational mathematics, and presents a method for solving this parameter and the operation is about O(N). The estimation is of the same order operation of the least square estimation under losting some information of the sample. Therefore, the new exact estimation is a feasible method.
【CateGory Index】: O212.1
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【References】
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1 JIN Biao,WU Bei-ping,LI Yan-fang(China University of Geoscience,Wuhan Hubei 430074,China);Application of Curve Fitting and Auto Regression Model to Distortion Monitoring in Subway[J];Surveying and Mapping of Geology and Mineral Resources;2009-01
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【Co-references】
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1 SI Cun-rui (Shaanxi Institute of Education,Xi'an 710061 );Parameter estimation of linear model under independent restriction condition[J];Pure and Applied Mathematics;2000-03
2 WANG You-liang①②,TANG Yue-gang①(①China University or Mining and Technology,Beijing 100083,China;②College of information science and engineering Shandong Agricultural University,Taian 271018,China);Curve fitting and GM(1,1) model subsidence forecast and relevant analysis[J];Science of Surveying and Mapping;2008-03
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【Secondary References】
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1 FENG Zhong-wei,XU Chun-guang,XIAO Ding-guo,ZHU Wen-juan(School of Mechanical and Vehicular Engineering,Beijing Institute of Technology,Beijing 100081,China);3D detecting technique for the inner surface of the pipe[J];Optical Technique;2009-02
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