Response function estimation from multi-input systems

DOI10.1016/0307-904X(94)00021-WzbMath0820.62089MaRDI QIDQ1893713

T. Dewson, A. D. Irving

Publication date: 20 July 1995

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

zbMATH Keywords

correlationtime series analysissimultaneous equationsstatistical momentsmulti-input systemYule-Walker equationsmulti-input linear systemsconvective and radiative processesresponse function estimationvector linear impulse response functions

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Survival analysis and censored data (62N99)

Related Items

Mixed order response function estimation from multi-input nonlinear systems

Cites Work

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