UNIQUENESS OF MAXIMUM LIKELIHOOD ESTIMATES OF PARAMETERS OF AN ARMA MODEL

被引:120
作者
ASTROM, KJ [1 ]
SODERSTR.T [1 ]
机构
[1] LUND INST TECHNOL,DIV AUTOMATIC CONTROL,LUND,SWEDEN
关键词
D O I
10.1109/TAC.1974.1100735
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
引用
收藏
页码:769 / 773
页数:5
相关论文
共 7 条
  • [1] Astrom K.J., 1970, INTRO STOCHASTIC CON
  • [2] ASTROM KJ, 1966, THEORY SELF ADAPTIVE
  • [3] ASTROM KJ, 1965, IFAC S THEORY SELF A
  • [4] BOHLIN T, 1971, TP18200 IBM NORD LAB
  • [5] KAUFMAN I, 1969, IEEE T AUTOMATIC CON, VAC14, P774
  • [6] van der Waerden B. L., 1937, MODERNE ALGEBRA 1
  • [7] [No title captured]