Identification and estimation of dynamic errors-in-variables models (Q583796)
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scientific article; zbMATH DE number 4133357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification and estimation of dynamic errors-in-variables models |
scientific article; zbMATH DE number 4133357 |
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Identification and estimation of dynamic errors-in-variables models (English)
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1989
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stationary time series
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ARMAX models
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linear dynamic errors-in-variable models
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Identification
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nonuniqueness
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total least squares model
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Grassmann manifold
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maximum likelihood estimation
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maximization
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