Identifiability in Multivariate Dynamic Linear Errors-in-Variables Models

DOI10.2307/2290209MaRDI QIDQ4031054zbMATH OpenOpenAlexFDO

Authors Eugen Nowak

Publication date 1 April 1993

Full work available at URL https://doi.org/10.2307/2290209

zbMATH Keywords

block identifiable ARMA processescausality constraintscovariance structuresdynamic linear modelserrors in variableslatent stationary inputs and outputsmoving averagemultivariate causal transfer function systemssecond-order momentstime series structuresvector autoregressive moving average processes

Mathematics Subject Classification ID

Linear inference, regression (62J99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12)

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Cited in

(13)

• Identification of scalar errors-in-variables models with dynamics
• The identification of multivariate linear dynamic errors-in-variables models
• Identifiability of Gaussian linear structural equation models with homogeneous and heterogeneous error variances
• Identification of multivariable dynamic errors-in-variables system with arbitrary inputs
• The Frisch scheme in multivariable errors-in-variables identification
• Identifiability of errors in variables dynamic systems
• IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
• scientific article; zbMATH DE number 3940527 (Why is no real title available?)
• Errors-in-variables methods in system identification
• Identification of static errors-in-variables models: The rank reducibility problem
• On the identifiability of errors-in-variables models with white measurement errors
• Identifiability of covariance parameters in linear mixed effects models
• Unifying some higher-order statistic-based methods for errors-in-variables model identification

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