A Note on the Specification and Estimation of ARMAX Systems (Q5467600)
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scientific article; zbMATH DE number 5026127
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A Note on the Specification and Estimation of ARMAX Systems |
scientific article; zbMATH DE number 5026127 |
Statements
A Note on the Specification and Estimation of ARMAX Systems (English)
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24 May 2006
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multivariate autoregressive moving-average model with exogenous variables
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structural index
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Kronecker invariant
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structure identification
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0.8391878604888916
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0.8359150886535645
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0.8295994997024536
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0.8212048411369324
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