Prediction and filtration of a partially observed vector ARMA system of first order (Q1064999)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Prediction and filtration of a partially observed vector ARMA system of first order |
scientific article |
Statements
Prediction and filtration of a partially observed vector ARMA system of first order (English)
0 references
1985
0 references
first order type system
0 references
estimation of the autoregressive and moving average parameters
0 references