PARAMETER ESTIMATION IN MULTIVARIATE STOCHASTIC DIFFERENCE EQUATIONS

[1] MAXIMUM LIKELIHOOD IDENTIFICATION OF GAUSSIAN AUTOREGRESSIVE MOVING AVERAGE MODELS [J]. BIOMETRIKA, 1973, 60 (02) : 255 - 265

[2] Akaike H., 1972, 2 INT S INF THEOR

[3] ANDERSON TW, 1971, STATISTICAL ANALYSIS

[4] [Anonymous], MULTICHANNEL TIME SE

[5] SYSTEM IDENTIFICATION - SURVEY [J]. AUTOMATICA, 1971, 7 (02) : 123 - +

[6] SELF TUNING REGULATORS [J]. AUTOMATICA, 1973, 9 (02) : 185 - 199

[7] ASTROM KJ, 1967, JUN IFAC S ID AUT CO

[8] ASTROM KJ, 1966, THEORY SELF ADAPTIVE

[9] PROBLEM OF AMBIGUITIES IN MAXIMUM LIKELIHOOD IDENTIFICATION [J]. AUTOMATICA, 1971, 7 (02) : 199 - &

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

[1] MAXIMUM LIKELIHOOD IDENTIFICATION OF GAUSSIAN AUTOREGRESSIVE MOVING AVERAGE MODELS [J]. BIOMETRIKA, 1973, 60 (02) : 255 - 265

[2] Akaike H., 1972, 2 INT S INF THEOR

[3] ANDERSON TW, 1971, STATISTICAL ANALYSIS

[4] [Anonymous], MULTICHANNEL TIME SE

[5] SYSTEM IDENTIFICATION - SURVEY [J]. AUTOMATICA, 1971, 7 (02) : 123 - +

[6] SELF TUNING REGULATORS [J]. AUTOMATICA, 1973, 9 (02) : 185 - 199

[7] ASTROM KJ, 1967, JUN IFAC S ID AUT CO

[8] ASTROM KJ, 1966, THEORY SELF ADAPTIVE

[9] PROBLEM OF AMBIGUITIES IN MAXIMUM LIKELIHOOD IDENTIFICATION [J]. AUTOMATICA, 1971, 7 (02) : 199 - &

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