The following pages link to Dietmar Bauer (Q90659):
Displaying 19 items.
- RprobitB (Q90661) (← links)
- Persistence-robust surplus-lag Granger causality testing (Q528008) (← links)
- Using subspace algorithm cointegration analysis: simulation performance and application to the term structure (Q961388) (← links)
- Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms (Q1000570) (← links)
- (Q1301436) (redirect page) (← links)
- Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs (Q1301438) (← links)
- Some facts about the choice of the weighting matrices in Larimore type of subspace algorithms (Q1614294) (← links)
- Asymptotic properties of subspace estimators (Q1776432) (← links)
- Estimating cointegrated systems using subspace algorithms (Q1868966) (← links)
- Using subspace methods to model long-memory processes (Q2180402) (← links)
- Periodic and seasonal (co-)integration in the state space framework (Q2328546) (← links)
- Asymptotic properties of least-squares estimates of Hammerstein-Wiener models (Q3151600) (← links)
- USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS (Q3632410) (← links)
- ALMOST SURE BOUNDS ON THE ESTIMATION ERROR FOR OLS ESTIMATORS WHEN THE REGRESSORS INCLUDE CERTAIN MFI(1) PROCESSES (Q3632434) (← links)
- Balanced canonical forms for system identification (Q4506808) (← links)
- A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES (Q5397673) (← links)
- Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs (Q5467621) (← links)
- ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS (Q5697631) (← links)
- Order estimation for subspace methods (Q5947627) (← links)
