9 General structure and parametrization of ARMA and state-space systems and its relation to statistical problems-Reference-Cited by-同舟云学术

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9 General structure and parametrization of ARMA and state-space systems and its relation to statistical problems

Published:1985 Issue: Volume: Page:257-277
ISSN:0169-7161
Container-title:Handbook of Statistics
language:
Short-container-title:

Author:

Deistler M.

Publisher

Elsevier

Reference61 articles.

1. Stochastic theory of minimal realization;Akaike;IEEE Trans. Automat. Control,1974

2. Canonical correlation analysis of time series and the use of an information criterion;Akaike,1976

3. On entropy maximisation principle;Akaike,1977

4. Matrices in Control Theory;Barnett,1971

5. Finite Dimensional Linear Systems;Brockett,1970

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1. First- and Higher-Order Continuous Time Models for Arbitrary N Using SEM;Continuous Time Modeling in the Behavioral and Related Sciences;2018

2. SEM Based CARMA Time Series Modeling for Arbitrary N;Multivariate Behavioral Research;2017-11-07

3. Exact maximum likelihood estimation of structured or unit root multivariate time series models;Computational Statistics & Data Analysis;2006-07

4. SEM State Space Modeling of Panel Data in Discrete and Continuous Time and its Relationship to Traditional State Space Modeling;Mathematical Modelling: Theory and Applications;2004

5. On the Use of Minimal Parametrisations in Multivariable ARMAX Identification;European Journal of Control;1998-01

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