Estimation of vector Armax models (Q1145456)

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scientific article; zbMATH DE number 3696331
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Estimation of vector Armax models
scientific article; zbMATH DE number 3696331

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    Estimation of vector Armax models (English)
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    1980
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    vector ARMAX system
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    strong law
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    central limit theorem
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    martingale
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    Kronecker invariants
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    dynamical indices
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    McMillan degree
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    analytic manifold
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    maximum likelihood estimation
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