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

From MaRDI portal
Added link to MaRDI item.
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q812970
Property / author
 
Property / author: William T. M. Dunsmuir / rank
Normal rank
 

Revision as of 03:51, 21 February 2024

scientific article
Language Label Description Also known as
English
Estimation of vector Armax models
scientific article

    Statements

    Estimation of vector Armax models (English)
    0 references
    0 references
    0 references
    1980
    0 references
    vector ARMAX system
    0 references
    strong law
    0 references
    central limit theorem
    0 references
    martingale
    0 references
    Kronecker invariants
    0 references
    dynamical indices
    0 references
    McMillan degree
    0 references
    analytic manifold
    0 references
    maximum likelihood estimation
    0 references

    Identifiers