Variance properties of a two-step ARX estimation procedure (Q2512298): Difference between revisions

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+W2007088985
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+A class of bootstrap estimators and their relationship to the generalized two stage least squares estimators
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+Test of pole-zero cancellation in estimated models
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+On covariance function tests used in system identification
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+An indirect prediction error method for system identification
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+\(L_{2}\) model reduction and variance reduction
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+Normal rank
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+Variance analysis of \(L_2\) model reduction when undermodeling -- the output error case.
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+Model reductions of high-order estimated models: the asymptotic ML approach
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