On covariance function tests used in system identification (Q751604): Difference between revisions

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-Petre Stoica
@@ Property / author: Petre Stoica / rank @@
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+Petre Stoica
@@ Property / author: Petre Stoica / rank @@
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@@ Property / describes a project that uses @@
+System Identification Toolbox
@@ Property / describes a project that uses: System Identification Toolbox / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Detection of abrupt changes in signals and dynamical systems. (Proceedings of a Conference on Detection of Abrupt Changes in Signals and Dynamical Systems, Paris, March 21-22, 1984)
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+On the problem of ambiguities in maximum likelihood identification
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+Q4137964
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@@ Property / cites work @@
+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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+Significance levels of the Box-Pierce portmanteau statistic in finite samples
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+The Multivariate Portmanteau Statistic
@@ Property / cites work: The Multivariate Portmanteau Statistic / rank @@
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@@ Property / cites work @@
+A Gaussian Approximation to the Distribution of a Definite Quadratic Fo
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+Diagnostic testing of univariate time series models
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+On a measure of lack of fit in time series models
@@ Property / cites work: On a measure of lack of fit in time series models / rank @@
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+Q4724470
@@ Property / cites work: Q4724470 / rank @@
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+Q4194329
@@ Property / cites work: Q4194329 / rank @@
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@@ Property / cites work @@
+Detecting changes in the ar parameters of a nonstationary arma process
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@@ Property / cites work @@
+On covariance function tests used in system identification
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/0005-1098(90)90164-d
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@@ Property / OpenAlex ID @@
+W2006250902
@@ Property / OpenAlex ID: W2006250902 / rank @@
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