AR Parameter Estimation for ARMA Models Using Singular Value Decomposition-Total Least Squares Method

Implementation of AR parameter estimation for ARMA models using Singular Value Decomposition-Total Least Squares method, with harmonic recovery simulation based on estimated parameters

Simulation of Least Squares Estimation for AR Parameters in ARMA Models Using Observational Data

This program simulates the estimation of AR parameters in ARMA models from observational data using least squares methods, covering scenarios with both known and unknown parameters. The implementation incorporates numerical algorithms for parameter optimization and statistical analysis.