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Dear Collegues,
I will be very thankfull if you could tell me if there
are somewhere on the net, sources in C to compute
parameter estimates (ML) for
** ARMA(p,q) (with p and q known)
** GLM models.
Please answer directly to [EMAIL
Vadim,
I think if your model (ARMA) is already defined (in terms of known
coefficients), using idsim and filter should be equivalent (although filter
may work faster). However, I may point out the following:
1. In the latest version of the Sys Id toolbox (ver 5.0 in Matlab R12),
idsim/poly2th
