Uniqueness of estimated k-step prediction models of ARMA processes
type: Item
instance of: scholarly article
title: Uniqueness of estimated k-step prediction models of ARMA processes
zbMATH Open document ID: 0543.93063
DOI: 10.1016/S0167-6911(84)80073-0
author: Torsten Söderström
author: Petre Stoica
published in: Systems \& Control Letters
publication date: 1984-01-01T00:00:00Z
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 60G25
zbMATH DE Number: 3865119
zbMATH Keywords: autoregressive moving average processes
zbMATH Keywords: k-step prediction
zbMATH Keywords: prediction error method
zbMATH Keywords: pseudo-linear regression
zbMATH Keywords: uniqueness property
MaRDI profile type: Publication
cites work: Introduction to stochastic control theory
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cites work: Q4137964
cites work: Estimation based on one step ahead prediction versus estimation based on multi-step ahead prediction
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cites work: On the uniqueness of maximum likelihood identification
cites work: Some properties of the output error method
cites work: Uniqueness of the maximum likelihood estimates of ARMA model parameters--An elementary proof
cites work: Uniqueness of prediction error estimates of multivariable moving average models
cites work: On the asymptotic accuracy of pseudo-linear regression algorithms
cites work: On the Treatment of Autocorrelated Errors in the Multiperiod Prediction of Dynamic Simultaneous Equation Models
full work available at URL: s0167-6911(84)80073-0
OpenAlex ID: W2079449670
description: scientific article; zbMATH DE number 3865119