Multivariable ARMA systems and practicable calculations.
Qüestiió, Tome 8 (1984) no. 1, p. 1.

Voir la notice de l'article dans European Digital Mathematics Library

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.
Mots-clés : Series temporales, Máxima verosimilitud, Autorregresión, Filtro Kalman, Modelo ARMA, Multivariable 
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Edward J. Hannan. Multivariable ARMA systems and practicable calculations.. Qüestiió, Tome 8 (1984) no. 1, p. 1. https://geodesic-test.mathdoc.fr/item/QUE_1984__8_1_40030/