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Publication:3734274
zbMath0598.93052MaRDI QIDQ3734274
Publication date: 1983
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
information matrixmultivariate time seriesARMA modelfinite-dimensional minimal-order systemsovelapping parametrizations
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Stationary stochastic processes (60G10) Identification in stochastic control theory (93E12) Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15)
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