Estimation of vector Armax models (Q1145456)

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Estimation of vector Armax models
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    title
    Estimation of vector Armax models (English)
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    author
    E. J. Hannan
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    William T. M. Dunsmuir
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    Manfred Deistler
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    publication date
    1980
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    Mathematics Subject Classification ID
    62M10
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    60F05
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    62F12
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    zbMATH DE Number
    3696331
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    zbMATH Keywords
    vector ARMAX system
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    strong law
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    central limit theorem
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    martingale
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    Kronecker invariants
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    dynamical indices
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    McMillan degree
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    analytic manifold
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    maximum likelihood estimation
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