DERIVATION OF ARMA PARAMETERS AND ORDERS FROM PURE AR MODELS

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

[2] DURBIN J, 1960, INT STAT REV, V28, P233

[3] GRAUPE D, 1974, INT J SYSTEMS SCI, V6, P1

[4] GRAUPE D, 1972, IDENTIFICATION SYSTE

[5] IDENTIFICATION OF PREDICTOR AND FILTER PARAMETERS BY ARMA METHODS [J]. INTERNATIONAL JOURNAL OF CONTROL, 1973, 17 (05) : 1021 - 1027

[6] LUKACS E, 1968, STOCHASTIC CONVERGEN

[7] ON THE STATISTICAL TREATMENT OF LINEAR STOCHASTIC DIFFERENCE EQUATIONS [J]. ECONOMETRICA, 1943, 11 (3-4) : 173 - 220

[8] ON-LINE IDENTIFICATION OF LINEAR DYNAMIC SYSTEMS WITH APPLICATIONS TO KALMAN FILTERING [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1971, AC16 (01) : 12 - +

[9] TSE E, 1973, P JACC, P604

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

[2] DURBIN J, 1960, INT STAT REV, V28, P233

[3] GRAUPE D, 1974, INT J SYSTEMS SCI, V6, P1

[4] GRAUPE D, 1972, IDENTIFICATION SYSTE

[5] IDENTIFICATION OF PREDICTOR AND FILTER PARAMETERS BY ARMA METHODS [J]. INTERNATIONAL JOURNAL OF CONTROL, 1973, 17 (05) : 1021 - 1027

[6] LUKACS E, 1968, STOCHASTIC CONVERGEN

[7] ON THE STATISTICAL TREATMENT OF LINEAR STOCHASTIC DIFFERENCE EQUATIONS [J]. ECONOMETRICA, 1943, 11 (3-4) : 173 - 220

[8] ON-LINE IDENTIFICATION OF LINEAR DYNAMIC SYSTEMS WITH APPLICATIONS TO KALMAN FILTERING [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1971, AC16 (01) : 12 - +

[9] TSE E, 1973, P JACC, P604