IDENTIFICATION AND PARAMETERIZATION OF ARMAX AND STATE SPACE FORMS

[1] AKAIKE H, 1974, ANN I STATISTICAL MA, V20, P363

[2] Box George E. P, 1970, J AM STAT ASS

[3] COPPEL WA, 1974, AUSTRALIAN MATHEMATI, V11, P89

[4] CANONICAL MATRIX FRACTION AND STATE-SPACE DESCRIPTIONS FOR DETERMINISTIC AND STOCHASTIC LINEAR-SYSTEMS [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) : 656 - 667

[5] DUNSMUIR W, 1976, ADV APPLIED PROBABIL, V8

[6] IDENTIFICATION PROBLEM FOR MULTIPLE EQUATION SYSTEMS WITH MOVING AVERAGE ERRORS [J]. ECONOMETRICA, 1971, 39 (05) : 751 - &

[7] LIMIT THEOREMS FOR QUADRATIC FUNCTIONS OF DISCRETE-TIME SERIES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (06): : 2058 - 2066

[8] ESTIMATION OF ARMA MODELS [J]. ANNALS OF STATISTICS, 1975, 3 (04) : 975 - 981

[9] Hannan J., 2013, TECH NOTE, V43153

[10] IDENTIFICATION OF STOCHASTIC LINEAR DYNAMIC SYSTEMS USING KALMAN FILTER REPRESENTATION [J]. AIAA JOURNAL, 1971, 9 (01) : 28 - +

[1] AKAIKE H, 1974, ANN I STATISTICAL MA, V20, P363

[2] Box George E. P, 1970, J AM STAT ASS

[3] COPPEL WA, 1974, AUSTRALIAN MATHEMATI, V11, P89

[4] CANONICAL MATRIX FRACTION AND STATE-SPACE DESCRIPTIONS FOR DETERMINISTIC AND STOCHASTIC LINEAR-SYSTEMS [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) : 656 - 667

[5] DUNSMUIR W, 1976, ADV APPLIED PROBABIL, V8

[6] IDENTIFICATION PROBLEM FOR MULTIPLE EQUATION SYSTEMS WITH MOVING AVERAGE ERRORS [J]. ECONOMETRICA, 1971, 39 (05) : 751 - &

[7] LIMIT THEOREMS FOR QUADRATIC FUNCTIONS OF DISCRETE-TIME SERIES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1972, 43 (06): : 2058 - 2066

[8] ESTIMATION OF ARMA MODELS [J]. ANNALS OF STATISTICS, 1975, 3 (04) : 975 - 981

[9] Hannan J., 2013, TECH NOTE, V43153

[10] IDENTIFICATION OF STOCHASTIC LINEAR DYNAMIC SYSTEMS USING KALMAN FILTER REPRESENTATION [J]. AIAA JOURNAL, 1971, 9 (01) : 28 - +