Multivariable ARMA systems and practicable calculations
- Autores: Edward J. Hannan
- Localización: Questiió: Quaderns d'Estadística, Sistemes, Informatica i Investigació Operativa, ISSN 0210-8054, Vol. 8, Nº. 1, 1984, págs. 1-8
- Idioma: inglés
- Títulos paralelos:
- Sistemas ARMA multivariables y cálculos practicables
- Enlaces
-
Resumen
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
¿Es nuevo? Regístrese
Ventajas de registrarse
