Multivariable ARMA systems and practicable calculations.

Título inglés	Multivariable ARMA systems and practicable calculations.
Título español	Sistemas ARMA multivariables y cálculos practicables.
Autor/es	Hannan, Edward J.
Organización	Dep. Stat. IAS Australian Natl. Univ., Canberra, Australia
Revista	0210-8054
Publicación	1984, 8 (1): 1-8, 18 Ref.
Tipo de documento	articulo
Idioma	Inglés
Resumen inglés	The representation of ARMA systems in canonical state space is described and the idea of order and the manifold structure of spaces of systems are introduced. Some neighbourhood systems are described and related to other systems of structures. Algorithms for maximum likelihood estimation are discussed and related to stability of the system. An algorithm for order estimation is briefly discussed and also some asymptotic theory.
Clasificación UNESCO	120915
Palabras clave español	Series temporales ; Máxima verosimilitud ; Autorregresión ; Filtro Kalman ; Modelo ARMA ; Multivariable
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