scientific article

zbMath0601.62108MaRDI QIDQ3736759

Victor Solo

Publication date: 1986

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

zbMATH Keywords

predictionconsistencyARX modelsKalman filtercentral limit theoremKullback-Leibler informationautoregressive modelsmultivariate ARMA modelsidentifiabilityARMAWiener filtermatrix fraction descriptionlagsautoregressive moving average modelsclosed loop systemsmartingale limit theoremssimultaneous equation modelsMcMillan degreeKronecker indicesstate space formtransfer function modelsasymptotically efficient estimators and hypothesis testsasymptotics of regression modelsleast squares asymptoticslinearly feedback free processes

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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