Every state space model has an ARMA representation, and conversely every ARMA model has a state space representation. This section discusses this equivalence. The following material is adapted from ...
Nonlinear estimation algorithms are required for obtaining estimates of the parameters of a regression model with innovations having an ARMA structure. The three estimation methods employed by the ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback