Local identification of ARMAX structures subject to nonlinear constraints

DOI10.1007/BF01893575zbMath0432.62060MaRDI QIDQ1138868

S. H. Smith

Publication date: 1980

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/186236

zbMATH Keywords

necessary and sufficient conditionsnonlinear constraintsglobal identification conditionlocal identification of simultaneous ARMAX structure

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

Cites Work

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• IDENTIFLABILITY CRITERIA FOR A SYSTEM OF EQUATIONS AS A WHOLE
• The estimation of mixed moving average autoregressive systems
• Identification in Parametric Models

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