The Identification and Parameterization of Armax and State Space Forms
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Publication:4099102
DOI10.2307/1913438zbMath0333.62059OpenAlexW2025046611MaRDI QIDQ4099102
Publication date: 1976
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913438
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic processes (60G99)
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