A Note on the Specification and Estimation of ARMAX Systems (Q5467600)
From MaRDI portal
scientific article; zbMATH DE number 5026127
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
24 May 2006
0 references
multivariate autoregressive moving-average model with exogenous variables
0 references
structural index
0 references
Kronecker invariant
0 references
structure identification
0 references
0 references
0 references
0 references
0 references
