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System IdentificationT. Söderström and P. Stoica Prentice Hall International, 1989

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System Identification T. Söderström and P. Stoica Prentice Hall International, 1989

Published online by Cambridge University Press:  11 February 2009

M. Deistler
M. Deistler
Affiliation:
Technical University Vienna
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Information

Type
Book Review
Information
Econometric Theory , Volume 10 , Issue 3-4 , August 1994 , pp. 813 - 815
Copyright
Copyright © Cambridge University Press 1994

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References

REFERENCES

1.Åstrom, K.J. & Söderström, T.. Uniqueness of the maximum likelihood estimates of the parameters of an ARMA model. IEEE Transactions on Automatic Control AC-28 (1974): 773–786.Google Scholar
2.Caines, P.E.Linear Stochastic Systems. New York: Wiley, 1988.Google Scholar
3.Dunsmuir, W. & Hannan, E.J.. Vector linear time series models. Advances in Applied Probability 8 (1976): 339–364.CrossRefGoogle Scholar
4.Hannan, E.J.The asymptotic theory of linear time series models. Journal of Applied Probability 10 (1973): 130–145.CrossRefGoogle Scholar
5.Hannan, E.J. & Deistler, M.. The Statistical Theory of Linear Systems. New York: Wiley, 1988.Google Scholar
6.Ljung, L.System Identification: Theory for the User. Englewood Cliffs: Prentice Hall, 1987.Google Scholar
7.Ljung, L. & Söderström, T.. Theory and Practice of Recursive Identification. Cambridge: MIT Press, 1983.Google Scholar