The Properties of the Parameterization of Armax Systems and Their Relevance for Structural Estimation and Dynamic Specification (Q3666099)

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The Properties of the Parameterization of Armax Systems and Their Relevance for Structural Estimation and Dynamic Specification
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    The Properties of the Parameterization of Armax Systems and Their Relevance for Structural Estimation and Dynamic Specification (English)
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    1983
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    parameterization of ARMAX systems
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    geometric properties
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    topological properties
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    maximum lag lengths
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    consistent estimation
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    dynamic specification
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