Recursive identification for EIV ARMAX systems
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Cites work
- scientific article; zbMATH DE number 44406 (Why is no real title available?)
- scientific article; zbMATH DE number 3283198 (Why is no real title available?)
- scientific article; zbMATH DE number 3395169 (Why is no real title available?)
- ARMA model identification
- Errors-in-variables methods in system identification
- Factorization of the Covariance Generating Function of a Pure Moving Average Process
- Generalized Yule-Walker equations and testing the orders of multivariate time series
- MA estimation in polynomial time.
- New Approach to Recursive Identification for ARMAX Systems
- Optimal instrumental variable estimates of the AR parameters of an ARMA process
- Recursive identification for multivariate errors-in-variables systems
- Spectral Factorization of Multiple Time Series
- Stochastic approximation and its applications
- The estimation of ARMA models
- Time series: theory and methods
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