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Q3750860 - MaRDI portal

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    Statements

    author
    E. J. Hannan
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    publication date
    1986
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    zbMATH Keywords
    Fourier analysis of data
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    periodogram
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    estimating spectral density
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    cross spectra
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    AR models
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    state space representation
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    Kalman filter
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    ARMA
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    ARMAX
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    linear systems
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    asymptotic theory
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    multidimensional ARMAX case
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    Identifiers

    zbMATH DE Number
    3988546
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