The Identification and Parameterization of Armax and State Space Forms

• 1 July 1976
• journal article
• Published by JSTOR in Econometrica
• Vol. 44  (4) , 713
• https://doi.org/10.2307/1913438

Abstract

Keywords

• SPACE FORMS
• STATE SPACE
• IDENTIFICATION AND PARAMETERIZATION
• ARMAX AND STATE