Uniqueness of estimated k-step prediction models of ARMA processes
- 30 September 1984
- journal article
- Published by Elsevier in Systems & Control Letters
- Vol. 4 (6) , 325-331
- https://doi.org/10.1016/s0167-6911(84)80073-0
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
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- Some properties of the output error methodAutomatica, 1982
- Estimation based on one step ahead prediction versus estimation based on multi-step ahead predictionStochastics, 1981
- On the Treatment of Autocorrelated Errors in the Multiperiod Prediction of Dynamic Simultaneous Equation ModelsInternational Economic Review, 1980
- On the uniqueness of maximum likelihood identificationAutomatica, 1975
- Uniqueness of the maximum likelihood estimates of the parameters of an ARMA modelIEEE Transactions on Automatic Control, 1974