Multivariable ARMA systems and practicable calculations.
Qüestiió (1984)
- Volume: 8, Issue: 1, page 1-8
- ISSN: 0210-8054
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topHannan, Edward J.. "Multivariable ARMA systems and practicable calculations.." Qüestiió 8.1 (1984): 1-8. <http://eudml.org/doc/40030>.
@article{Hannan1984,
abstract = {The representation of ARMA systems in canonical state space is described and the idea of order and the manifold structure of spaces of systems are introduced. Some neighbourhood systems are described and related to other systems of structures. Algorithms for maximum likelihood estimation are discussed and related to stability of the system. An algorithm for order estimation is briefly discussed and also some asymptotic theory.},
author = {Hannan, Edward J.},
journal = {Qüestiió},
keywords = {Series temporales; Máxima verosimilitud; Autorregresión; Filtro Kalman; Modelo ARMA; Multivariable},
language = {eng},
number = {1},
pages = {1-8},
title = {Multivariable ARMA systems and practicable calculations.},
url = {http://eudml.org/doc/40030},
volume = {8},
year = {1984},
}
TY - JOUR
AU - Hannan, Edward J.
TI - Multivariable ARMA systems and practicable calculations.
JO - Qüestiió
PY - 1984
VL - 8
IS - 1
SP - 1
EP - 8
AB - The representation of ARMA systems in canonical state space is described and the idea of order and the manifold structure of spaces of systems are introduced. Some neighbourhood systems are described and related to other systems of structures. Algorithms for maximum likelihood estimation are discussed and related to stability of the system. An algorithm for order estimation is briefly discussed and also some asymptotic theory.
LA - eng
KW - Series temporales; Máxima verosimilitud; Autorregresión; Filtro Kalman; Modelo ARMA; Multivariable
UR - http://eudml.org/doc/40030
ER -
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