Autoregressive model fitting for control
- 1 December 1971
- journal article
- Published by Springer Nature in Annals of the Institute of Statistical Mathematics
- Vol. 23 (1) , 163-180
- https://doi.org/10.1007/bf02479221
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- Statistical predictor identificationAnnals of the Institute of Statistical Mathematics, 1970
- Prediction of Multivariate Time SeriesJournal of Applied Meteorology, 1964
- On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrixBiometrika, 1963
- The Analysis of Multiple Stationary Time SeriesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1953
- On the Statistical Treatment of Linear Stochastic Difference EquationsEconometrica, 1943