Refined instrumental variable estimation: maximum likelihood optimization of a unified Box-Jenkins model (Q2342750)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Refined instrumental variable estimation: maximum likelihood optimization of a unified Box-Jenkins model
scientific article

    Statements

    Refined instrumental variable estimation: maximum likelihood optimization of a unified Box-Jenkins model (English)
    0 references
    0 references
    0 references
    29 April 2015
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    system identification
    0 references
    Box-Jenkins model
    0 references
    maximum likelihood
    0 references
    optimal instrumental variable
    0 references
    en-bloc estimation
    0 references
    recursive estimation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references