简介：SeveralARMAmodelingapproachesareaddressed.Inthesemethodsonlypartofacorrelationsequenceisemployedforestimatingparameters.Itissatisfying,ifthegivencorrelationsequenceisofrealARMA,sinceanARMAprocesscanbecompletelydeterminedbypartofitscorrelationse-quence.Butforthecaseofameasuredcorrelationsequencethewholesequencemaybeusedtore-ducetheeffectoferroronmodelparameterestimation.Inaddition,thesemethodsnowdonotguar-anteeanonnegativespectralestimate.Inviewoftheabove-mentionedfact,aconstrainedleastsquaresfittingtechniqueisproposedwhichutilizesthewholemeasuredcorrelationsequenceandguar-anteesanonnegativespectralestimate.
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