Extimation and structure determination of multivariate input systems (Q914310)

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scientific article; zbMATH DE number 4149413
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English
Extimation and structure determination of multivariate input systems
scientific article; zbMATH DE number 4149413

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    Extimation and structure determination of multivariate input systems (English)
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    1990
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    transfer function
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    parameter specification
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    Kronecker indices
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    McMillan degree
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    echelon canonical form
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    model selection criterion
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    ARMAX models
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    parametric modelling of multivariate input output systems
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    three stage estimation procedure
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    multivariate least squares regressions
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    asymptotic efficiency
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    Consistency
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