On the generalized least squares estimator of an ARMAX model. Application to the identification of ARMA models (Q1181807)
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scientific article; zbMATH DE number 28817
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the generalized least squares estimator of an ARMAX model. Application to the identification of ARMA models |
scientific article; zbMATH DE number 28817 |
Statements
On the generalized least squares estimator of an ARMAX model. Application to the identification of ARMA models (English)
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27 June 1992
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stable cases
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complex multivariate ARMAX model
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strong consistency
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extended least squares estimator
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recursive AML scheme
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hypothesis of passivity
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almost sure rates of convergence
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prediction errors
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almost sure asymptotic behaviour of trajectories
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complex multivariate ARMA model
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unstable cases
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explosive regular case
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