most citedJoint estimation and model order selection for one dimensional ARMA models via convex optimization: a nuclear norm penalization approach

2 citations · 2 across the 1 of their papers we have counts for

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math.ST2015★ 2 cited

Joint estimation and model order selection for one dimensional ARMA models via convex optimization: a nuclear norm penalization approach

Stéphane Chrétien, Tianwen Wei, Basad Ali Hussain Al-sarray

The problem of estimating ARMA models is computationally interesting due to the nonconcavity of the log-likelihood function. Recent results were based on the convex minimization. J…