Loss Function and FPE in ARMAX

2 Ansichten (letzte 30 Tage)
Sam Da
Sam Da am 18 Dez. 2011
Hi,
So, what does loss function and FPE in ARMAX mean.
Also, for an AR(3) model how do I get the variance of white noise?
Thanks

Melden Sie sich an, um diese Frage zu beantworten.

Antworten (0)

Kategorien

Mehr zu Linear Model Identification finden Sie in Help Center und File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by