Identification of refined ARMA echelon form models for multivariate time series (Q1914685)

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scientific article; zbMATH DE number 892477
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English
Identification of refined ARMA echelon form models for multivariate time series
scientific article; zbMATH DE number 892477

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    Identification of refined ARMA echelon form models for multivariate time series (English)
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    5 August 1996
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    canonical representation
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    identfiability
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    Hankel matrix
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    Kronecker indices
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    ARMA model
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