Dementia caused by Alzheimer’s disease (AD) is worldwide one of the main medical and social challenges for the next years and decades. An automated analysis of changes in the electroencephalogram (EEG) of patients with AD may contribute to improving the quality of medical diagnoses. In this...

The asymptotic properties of maximum likelihood estimates of a vector ARMAX system are considered under general conditions, relating to the nature of the exogenous variables and the innovation sequence and to the form of the parameterization of the rational transfer functions, from exogenous...

The first section of the paper introduces known theory relating to the description of the set of all ARMA structures via the concept of order, n, and the coordinatisation of all structures, M(n), of given order. The coordinates most easily used are related to the state space representation and...