Prediction and filtration of a partially observed vector ARMA system of first order (Q1064999)
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scientific article; zbMATH DE number 3922502
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Prediction and filtration of a partially observed vector ARMA system of first order |
scientific article; zbMATH DE number 3922502 |
Statements
Prediction and filtration of a partially observed vector ARMA system of first order (English)
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1985
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first order type system
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estimation of the autoregressive and moving average parameters
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