Vector autoregressive moving average models (Q5116812)
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scientific article; zbMATH DE number 7236807
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Vector autoregressive moving average models |
scientific article; zbMATH DE number 7236807 |
Statements
Vector autoregressive moving average models (English)
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18 August 2020
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vector autoregressive moving average process
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state space model
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identifiability
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parameter estimation
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model selection
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