THE RECURSIVE FITTING OF SUBSET VARX MODELS (Q4272778): Difference between revisions

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+Measurement of Linear Dependence and Feedback Between Multiple Time Series
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+Q3835430
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+Fast algorithm for identification of an ARX model and its order determination
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+Dynamic feature space modelling, filtering and self-tuning control of stochastic systems. A systems approach with economic and social applications
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+Estimating the dimension of a model
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+On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
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