Model reductions of high-order estimated models: the asymptotic ML approach

DOI10.1080/00207178908961238zbMath0667.93099OpenAlexW4246936856MaRDI QIDQ3820513

B. Wahlberg

Publication date: 1989

Full work available at URL: https://doi.org/10.1080/00207178908961238

zbMATH Keywords

order reductionasymptotic maximum likelihood approach

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

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