Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems (Q1797200)
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scientific article; zbMATH DE number 6957923
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| English | Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems |
scientific article; zbMATH DE number 6957923 |
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Maximum likelihood recursive least squares estimation for multivariate equation-error ARMA systems (English)
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18 October 2018
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maximum likelihood recursive least squares estimation
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multivariate equation-error ARMA systems
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least squares identification
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0.9088602662086488
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0.8770803809165955
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0.8514398336410522
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0.8496475219726562
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