scientific article; zbMATH DE number 3784766

MaRDI QIDQ3962896zbMATHFDO

Authors Petre Stoica, Torsten Söderström

Publication date 1981

zbMATH Keywords

least squares methodprediction error methodsautoregressive systemsautoregressive moving-average systems

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Asymptotic stability in control theory (93D20) Identification in stochastic control theory (93E12) Stochastic stability in control theory (93E15)

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