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scientific article; zbMATH DE number 3994830 - MaRDI portal

scientific article; zbMATH DE number 3994830

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Publication:4721460

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zbMath0614.62112MaRDI QIDQ4721460

Norio Watanabe

Publication date: 1986

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

zbMATH Keywords

instability strong consistency state space representation vector ARMA process least squares estimates explosive process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Minimal systems representations (93B20) Identification in stochastic control theory (93E12)

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