Estimation of vector Armax models (Q1145456): Difference between revisions

@@ Property / author @@
-William T. M. Dunsmuir
@@ Property / author: William T. M. Dunsmuir / rank @@
-Normal rank
@@ Property / author @@
+William T. M. Dunsmuir
@@ Property / author: William T. M. Dunsmuir / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+The Representation of Functionals of Brownian Motion by Stochastic Integrals
+Normal rank
@@ Property / cites work @@
+Vector linear time series models: corrections and extensions
+Normal rank
@@ Property / cites work @@
+A central limit theorem for parameter estimation in stationary vector time series and its application to models for a signal observed with noise
+Normal rank
@@ Property / cites work @@
+Vector linear time series models
@@ Property / cites work: Vector linear time series models / rank @@
+Normal rank
@@ Property / cites work @@
+Minimal Bases of Rational Vector Spaces, with Applications to Multivariable Linear Systems
+Normal rank
@@ Property / cites work @@
+Q5612941
@@ Property / cites work: Q5612941 / rank @@
+Normal rank
@@ Property / cites work @@
+The Identification Problem for Multiple Equation Systems with Moving Average Errors
+Normal rank
@@ Property / cites work @@
+The asymptotic theory of linear time-series models
+Normal rank
@@ Property / cites work @@
+The central limit theorem for time series regression
+Normal rank
@@ Property / cites work @@
+Q3917377
@@ Property / cites work: Q3917377 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5624460
@@ Property / cites work: Q5624460 / rank @@
+Normal rank
@@ Property / cites work @@
+On the invariance principle for nonstationary mixingales
+Normal rank
@@ Property / cites work @@
+Linear multivariable systems
@@ Property / cites work: Linear multivariable systems / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/0047-259x(80)90050-0
+Normal rank
@@ Property / OpenAlex ID @@
+W2069947945
@@ Property / OpenAlex ID: W2069947945 / rank @@
+Normal rank