MULTIVARIATE LINEAR TIME-SERIES MODELS

[1] FITTING AUTOREGRESSIVE MODELS FOR PREDICTION [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1969, 21 (02) : 243 - &

[2] MARKOVIAN REPRESENTATION OF STOCHASTIC-PROCESSES AND ITS APPLICATION TO ANALYSIS OF AUTOREGRESSIVE MOVING AVERAGE PROCESSES [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1974, 26 (03) : 363 - 387

[3] Akaike H., 1976, ADV CASE STUDIES SYS, P27

[4] Anderson B., 1979, OPTIMAL FILTERING

[5] [Anonymous], [No title captured]

[6] ON CANONICAL-FORMS FOR LINEAR CONSTANT SYSTEMS [J]. INTERNATIONAL JOURNAL OF CONTROL, 1981, 33 (01) : 95 - 122

[7] ASTROM KJ, 1982, 6TH P IFAC S ID SYST, P122

[8] BARD Y, 1974, NONLINEAR PARAMETER

[9] BOX GEP, 1970, TIME SERIES ANAL FOR

[10] Brockett, 1970, FINITE DIMENSIONAL L

[1] FITTING AUTOREGRESSIVE MODELS FOR PREDICTION [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1969, 21 (02) : 243 - &

[2] MARKOVIAN REPRESENTATION OF STOCHASTIC-PROCESSES AND ITS APPLICATION TO ANALYSIS OF AUTOREGRESSIVE MOVING AVERAGE PROCESSES [J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1974, 26 (03) : 363 - 387

[3] Akaike H., 1976, ADV CASE STUDIES SYS, P27

[4] Anderson B., 1979, OPTIMAL FILTERING

[5] [Anonymous], [No title captured]

[6] ON CANONICAL-FORMS FOR LINEAR CONSTANT SYSTEMS [J]. INTERNATIONAL JOURNAL OF CONTROL, 1981, 33 (01) : 95 - 122

[7] ASTROM KJ, 1982, 6TH P IFAC S ID SYST, P122

[8] BARD Y, 1974, NONLINEAR PARAMETER

[9] BOX GEP, 1970, TIME SERIES ANAL FOR

[10] Brockett, 1970, FINITE DIMENSIONAL L