Bootstrap Statistical Tests of Rank Determination for System Identification

DOI10.1109/TAC.2003.822867MaRDI QIDQ5273683zbMATH OpenOpenAlexFDO

Authors Gonzalo Camba-Mendez, George Kapetanios

Publication date 12 July 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2003.822867

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Identification in stochastic control theory (93E12)

Cited in

(2)

• Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling
• Dynamic factor models

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