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Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms - MaRDI portal

Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms (Q1000570)

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scientific article; zbMATH DE number 5503645
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English
Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms
scientific article; zbMATH DE number 5503645

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    Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms (English)
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    9 February 2009
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    multivariate models
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    ARMAX systems
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    subspace methods
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