A Fast Identification Method of SISO CARMA Model
Jiang Tao Chu Xue-dao
This paper abstract presents a fast identification method for SISO CARM -A model. The modified Durbins Algorithm proposed by the auther is employed to fitting CARMA models of different degree in this method. Both the mean-results and statastic-testing are utilized properly.morever the methods for deleting zero parameters described in  is improved. So that the structure of CARMA model and the P-Consistent estimate of parameters may be obtained fastly.The effectiveness of this method are illustrated by simulation examples.