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Publication:3711563
zbMath0586.62142MaRDI QIDQ3711563
Publication date: 1986
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
parametrizationwhite noiseerrors in variablesARMA modelstime series modelsautocovariancestransfer function modelexogenous sequenceserially correlatedsingle-input-single-output identifiability
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12)
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Asymptotic properties of estimators for autoregressive models with errors in variables ⋮ Identification of errors-in-variables systems with ARMA observation noises ⋮ Identifiability of errors in variables dynamic systems ⋮ Bahadur-Kiefer representations for GM-estimators in linear Markov models with errors in variables ⋮ Errors-in-variables methods in system identification ⋮ Identifiability of the deconvolution problem ⋮ The identification of multivariate linear dynamic errors-in-variables models
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