An innovations approach to least-squares estimation--Part VII: Some applications of vector autoregressive-moving average models

1973 ◽  
Vol 18 (6) ◽  
pp. 601-607 ◽  
Author(s):  
H. Aasnaes ◽  
T. Kailath
Keyword(s):  
Least Squares ◽  
Moving Average ◽  
Least Squares Estimation ◽  
Autoregressive Moving Average ◽  
Vector Autoregressive ◽  
Moving Average Models ◽  
Vector Autoregressive Moving Average ◽  
Autoregressive Moving Average Models
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