On the convergence of Young's instrumental variable and approximate maximum likelihood algorithms

DOI10.1080/00207178408933221zbMath0552.93069OpenAlexW1985084827MaRDI QIDQ3346204

Graham Freeman

Publication date: 1984

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178408933221

zbMATH Keywords

instrumental variableautoregressive moving-average modelsapproximate maximum likelihood method

Mathematics Subject Classification ID

Related Items (1)

Selecting the best linear transfer function model

Cites Work

• Refined instrumental variable methods of recursive time-series analysis Part II. Multivariable systems
• A recursive approach to time-series analysis for multi-variable systems

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