Sur l'estimateur des moindres carrés généralisé d'un modèle ARMAX. Application à l'identification des modèles ARMA
Annales de l'I.H.P. Probabilités et statistiques, Volume 27 (1991) no. 3, p. 425-443
@article{AIHPB_1991__27_3_425_0,
     author = {Bercu, B.},
     title = {Sur l'estimateur des moindres carr\'es g\'en\'eralis\'e d'un mod\`ele ARMAX. Application \`a l'identification des mod\`eles ARMA},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     publisher = {Gauthier-Villars},
     volume = {27},
     number = {3},
     year = {1991},
     pages = {425-443},
     zbl = {0737.62074},
     mrnumber = {1131841},
     language = {fr},
     url = {http://www.numdam.org/item/AIHPB_1991__27_3_425_0}
}
Bercu, B. Sur l'estimateur des moindres carrés généralisé d'un modèle ARMAX. Application à l'identification des modèles ARMA. Annales de l'I.H.P. Probabilités et statistiques, Volume 27 (1991) no. 3, pp. 425-443. http://www.numdam.org/item/AIHPB_1991__27_3_425_0/

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