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zbMath0597.93051MaRDI QIDQ3731481

Petre Stoica, Torsten Söderström, Benjamin Friedlander

Publication date: 1985

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

ARMA process maximum likelihood principle optimal instrumental variable estimator optimally-weighted modified Yule-Walker (MYW) estimator

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Foundations and philosophical topics in statistics (62A01) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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