Properties of the parametrization of monic ARMA systems
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Publication:1121845
DOI10.1016/0005-1098(89)90122-2zbMATH Open0674.93059OpenAlexW1976004515MaRDI QIDQ1121845FDOQ1121845
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
Recommendations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic systems in control theory (general) (93E03) Identification in stochastic control theory (93E12)
Cites Work
- Some properties of the parameterization of ARMA systems with unknown order
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- Mathematical Description of Linear Dynamical Systems
- Multivariate linear time series models
- ARMA models, their Kronecker indices and their McMillan degree
- Title not available (Why is that?)
- The Identification Problem for Multiple Equation Systems with Moving Average Errors
- Invariants and canonical forms for systems structural and parametric identification
- Vector linear time series models: corrections and extensions
- Application of a Resolvent Identity to a Linear Smoothing Problem
- The Properties of the Parameterization of Armax Systems and Their Relevance for Structural Estimation and Dynamic Specification
- Title not available (Why is that?)
Cited In (3)
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