Extimation and structure determination of multivariate input systems (Q914310)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Extimation and structure determination of multivariate input systems
scientific article

    Statements

    Extimation and structure determination of multivariate input systems (English)
    0 references
    0 references
    1990
    0 references
    transfer function
    0 references
    parameter specification
    0 references
    Kronecker indices
    0 references
    McMillan degree
    0 references
    echelon canonical form
    0 references
    model selection criterion
    0 references
    ARMAX models
    0 references
    parametric modelling of multivariate input output systems
    0 references
    three stage estimation procedure
    0 references
    multivariate least squares regressions
    0 references
    asymptotic efficiency
    0 references
    Consistency
    0 references

    Identifiers