The Properties of the Parameterization of Armax Systems and Their Relevance for Structural Estimation and Dynamic Specification
研究结构设定中ARMAX系统的参数空间和参数化的拓扑与几何性质，这些性质对估计量的特性有重要影响，并讨论了最大滞后长度的设定问题。
ARMAX systems in structural specification are considered. Topological and geometric properties of the parameter space and of the parameterization which are important for the properties of the estimators, regardless of their special form, are investigated and the specification of the maximum lag lengths is discussed.