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Publication:3690044
zbMATH Open0572.62073MaRDI QIDQ3690044
Publication date: 1984
Title of this publication is not available (Why is that?)
identificationparametrizationmaximum likelihood estimationcanonical formsAICBICtopological propertiesorder estimationsurvey of recent resultsmultivariate ARMA systemsoverlapping description
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Identification in stochastic control theory (93E12)
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The structure of multivariate AR and ARMA systems: regular and singular systems; the single and the mixed frequency case ⋮ AR systems and AR processes: the singular case ⋮ Title not available (Why is that?) ⋮ To the Analysis of Autoparametric Systems ⋮ Discretization of continuous systems with internal and external point delays through a quasiparametrical ARMA model ⋮ ARMA MODELS REALIZATION AND IMPULSE RESPONSES ⋮ Singular arma systems: a structure theory
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