scientific article; zbMATH DE number 3965940

MaRDI QIDQ3734274zbMATH OpenFDO

Authors Michel Gevers, Vincent Wertz

Publication date 1983

zbMATH Keywords

ARMA modelfinite-dimensional minimal-order systemsinformation matrixmultivariate time seriesovelapping parametrizations

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Realizations from input-output data (93B15) Stochastic systems in control theory (general) (93E03) Identification in stochastic control theory (93E12)

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Cited in

(2)

• MULTIVARIATE TIME SERIES WITH VARIOUS HIDDEN UNIT ROOTS, PART I
• Uniquely identifiable state-space and ARMA parametrizations for multivariable linear systems

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