Properties of the parametrization of monic ARMA systems

DOI10.1016/0005-1098(89)90122-2MaRDI QIDQ1121845zbMATH OpenOpenAlexFDO

Authors Manfred Deistler, Michel Gevers

Publication date 1989

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(89)90122-2

zbMATH Keywords

Kronecker indicesmonic ARMA systems

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic systems in control theory (general) (93E03) Identification in stochastic control theory (93E12)

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• scientific article; zbMATH DE number 4093307 (Why is no real title available?)
• scientific article; zbMATH DE number 3531244 (Why is no real title available?)
• ARMA models, their Kronecker indices and their McMillan degree
• Application of a Resolvent Identity to a Linear Smoothing Problem
• Invariants and canonical forms for systems structural and parametric identification
• Mathematical Description of Linear Dynamical Systems
• Multivariate linear time series models
• Some properties of the parameterization of ARMA systems with unknown order
• The Identification Problem for Multiple Equation Systems with Moving Average Errors
• The Properties of the Parameterization of Armax Systems and Their Relevance for Structural Estimation and Dynamic Specification
• Vector linear time series models: corrections and extensions

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(3)

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