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zbMath0672.93071MaRDI QIDQ3826462

Marianne Paesmans

Publication date: 1988

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

ARMA process noise model single input cross-correlation structure transfer function models multiple regression models lag structure corner theorem of Hassens and Liu identification theorem of Beguin, Gouriéroux and Monfort moving average polynomials multiple uncorrelated inputs

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) System identification (93B30) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12) Transformations (93B17)

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