A Note on the Specification and Estimation of ARMAX Systems

Poskitt, D.S. (2005) A Note on the Specification and Estimation of ARMAX Systems. Journal of Time Series Analysis, 26 (2). pp. 157-183. ISSN 0143-9782



  • Poskitt, D.S.
Keywords: ARMAX model • consistency • echelon canonical form • efficiency • estimation • identification • Kronecker invariants • least squares • selection criterion • structure determination • subspace algorithm
  • Published: 17 February 2005
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: York RAE Import
Date Deposited: 03 Apr 2009 11:19
Last Modified: 03 Apr 2009 11:19
Published Version: http://dx.doi.org/10.1111/j.1467-9892.2005.00397.x
Status: Published
Publisher: Blackwell Publishing Ltd
Identification Number: https://doi.org/10.1111/j.1467-9892.2005.00397.x

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