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dc.contributor.authorHannan, E. J.
dc.date.accessioned2008-03-07T11:30:28Z
dc.date.available2008-03-07T11:30:28Z
dc.date.issued1984-03
dc.identifier.issn0210-8054 (versió paper)
dc.identifier.urihttp://hdl.handle.net/2099/4519
dc.description.abstractThe 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.
dc.format.extentp. 1-8
dc.language.isoeng
dc.publisherUniversitat Politècnica de Barcelona. Centre de Càlcul
dc.relation.ispartofQüestiió. 1984, vol.8, núm.1
dc.rightsAttribution-NonCommercial-NoDerivs 2.5 Spain
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/2.5/es/
dc.subject.otherInference
dc.subject.otherARMA
dc.subject.otherHankel matrix
dc.subject.otherOrder
dc.subject.otherManifol
dc.subject.otherKalman filter
dc.subject.otherAutoregression
dc.subject.otherAic
dc.subject.otherMaximum likelihood
dc.subject.otherLaw of iterated logarithm
dc.subject.otherSimulation
dc.titleMultivariable ARMA systems and practicable calculations
dc.typeArticle
dc.subject.lemacInferència
dc.subject.lemacProcessos estocàstics
dc.subject.amsClassificació AMS::62 Statistics::62M Inference from stochastic processes
dc.rights.accessOpen Access
upcommons.ordre2


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