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Maximum likelihood gradient identification for multivariate equation‐error moving average systems using the multi‐innovation theory - MaRDI portal

Maximum likelihood gradient identification for multivariate equation‐error moving average systems using the multi‐innovation theory (Q5240987)

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scientific article; zbMATH DE number 7124139
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Maximum likelihood gradient identification for multivariate equation‐error moving average systems using the multi‐innovation theory
scientific article; zbMATH DE number 7124139

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    Maximum likelihood gradient identification for multivariate equation‐error moving average systems using the multi‐innovation theory (English)
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    29 October 2019
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    gradient identification
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    maximum likelihood
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    multi-innovation
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    multivariate system
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    parameter estimation
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