scientific article; zbMATH DE number 3963695

MaRDI QIDQ3731485zbMATH OpenFDO

Authors Peter E. Caines

Publication date 1983

zbMATH Keywords

ARMAX modelasymptotic normalityGaussian systemsmaximum likelihood estimatestate space modelstochastic process modellingstrong consistency

Mathematics Subject Classification ID

Gaussian processes (60G15) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized coordinates; event, impulse-energy, configuration, state, or phase space for problems in mechanics (70G10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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