๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Identification of multivariate time series and multivariate input-output models

โœ Scribed by Cooper, David M.; Wood, Eric F.


Book ID
119737184
Publisher
American Geophysical Union
Year
1982
Tongue
English
Weight
773 KB
Volume
18
Category
Article
ISSN
0043-1397

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Identification of Refined ARMA Echelon F
โœ Saฤฑฬˆd Nsiri; Roch Roy ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 832 KB

In the present article, we are interested in the identification of canonical ARMA echelon form models represented in a ``refined'' form. An identification procedure for such models is given by Tsay (J. Time Ser. Anal. 10 (1989), 357 372). This procedure is based on the theory of canonical analysis.