scientific article

Publication date: 5 June 1993

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

asymptotic properties Kalman filter maximum likelihood estimates realization linear dynamic systems Gaussian likelihood function Hankel-norm approximations Akaike's AIC criterion best fitting models MDL (Minimum Description Length) principle time series with rational spectrum

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)

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