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scientific article; zbMATH DE number 3969946
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| English | No label defined |
scientific article; zbMATH DE number 3969946 |
Statements
1986
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autoregressive models
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autoregressive moving average models
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prediction
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Wiener filter
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Kalman filter
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identifiability
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simultaneous equation models
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Kullback-Leibler information
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ARMA
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transfer function models
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closed loop systems
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lags
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multivariate ARMA models
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Kronecker indices
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McMillan degree
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state space form
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matrix fraction description
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martingale limit theorems
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asymptotics of regression models
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least squares asymptotics
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ARX models
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consistency
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central limit theorem
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asymptotically efficient estimators and hypothesis tests
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linearly feedback free processes
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0.8044371008872986
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0.7925894260406494
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