Local identification of ARMAX structures subject to nonlinear constraints
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Publication:1138868
DOI10.1007/BF01893575zbMath0432.62060MaRDI QIDQ1138868
Publication date: 1980
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/186236
necessary and sufficient conditions; nonlinear constraints; global identification condition; local identification of simultaneous ARMAX structure
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84: Economic time series analysis