Manfred Deistler

Available identifiers

zbMath Open deistler.manfredWikidataQ62559727 ScholiaQ62559727MaRDI QIDQ236557

List of research outcomes

Publication	Date of Publication	Type
Time Series Models	2022-09-05	Paper
The structure of multivariate AR and ARMA systems: regular and singular systems the single -- and the mixed frequency case	2021-02-06	Paper
Properties of zero-free transfer function matrices	2021-02-06	Paper
Vector autoregressive moving average models	2020-08-18	Paper
A new approach for estimating VAR systems in the mixed-frequency case	2020-07-14	Paper
Singular arma systems: a structure theory	2019-09-18	Paper
On the sensitivity of Granger causality to errors-in-variables, linear transformations and subsampling	2019-03-05	Paper
Cointegration in singular ARMA models	2018-09-12	Paper
An Interactive Term Approach to Non-Parametric FIR Nonlinear System Identification	2017-08-25	Paper
Properties of Zero-Free Spectral Matrices	2017-08-08	Paper
Multivariate AR systems and mixed frequency data: G-identifiability and estimation	2016-10-14	Paper
The structure of multivariate AR and ARMA systems: regular and singular systems; the single and the mixed frequency case	2016-05-10	Paper
Graphs for Dependence and Causality in Multivariate Time Series	2015-07-02	Paper
Solutions of Yule-Walker equations for singular AR processes	2014-08-06	Paper
EEG in the diagnostics of Alzheimer's disease	2013-11-11	Paper
Properties of blocked linear systems	2013-08-28	Paper
AR systems and AR processes: the singular case	2013-08-22	Paper
Linear models for multivariate time series	2013-07-31	Paper
A novel method for the identification of synchronization effects in multichannel ECoG with an application to epilepsy	2013-07-16	Paper
Autoregressive models of singular spectral matrices	2012-12-13	Paper
The statistical theory of linear systems	2012-05-21	Paper
Estimating the codifference function of linear time series models with infinite variance	2011-05-20	Paper
Generalized linear dynamic factor models: an approach via singular autoregressions	2010-09-14	Paper
Multivariate time series analysis and forecasting	2009-11-18	Paper
Modelling high-dimensional time series by generalized linear dynamic factor models: an introductory survey	2008-08-14	Paper
Stationary processes and linear systems	2008-07-01	Paper
A novel approach to parametrization and parameter estimation in linear dynamic systems	2008-05-14	Paper
A birds eye view on system identification	2008-01-17	Paper
An analysis of separable least squares data driven local coordinates for maximum likelihood estimation of linear systems	2005-05-12	Paper
On new parametrization methods for the estimation of linear state–space models	2005-04-21	Paper
An analysis of the parametrization by data driven local coordinates for multivariable linear systems	2004-09-23	Paper
On continuity and consistency of \(\ell_{\infty}\) optimal models	2002-03-03	Paper
https://portal.mardi4nfdi.de/entity/Q4438199	2002-01-01	Paper
On the structure of cointegration	2001-10-28	Paper
Balanced canonical forms for system identification	2000-10-17	Paper
Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs	1999-09-02	Paper
A Structure Theory for Linear Dynamic Errors-in-Variables Models	1998-09-21	Paper
The set of observationally equivalent errors-in-variables models	1998-08-13	Paper
System Identification by Dynamic Factor Models	1998-02-09	Paper
https://portal.mardi4nfdi.de/entity/Q3126005	1997-09-18	Paper
https://portal.mardi4nfdi.de/entity/Q4892193	1997-03-12	Paper
Statistical analysis of novel subspace identification methods	1997-02-27	Paper
https://portal.mardi4nfdi.de/entity/Q4892236	1996-11-20	Paper
Solution set properties for static errors-in-variables problems	1996-10-01	Paper
Consistency and relative efficiency of subspace methods	1996-09-22	Paper
https://portal.mardi4nfdi.de/entity/Q3140687	1993-12-05	Paper
Identification of dynamic systems from noisy data: Single factor case	1993-08-17	Paper
https://portal.mardi4nfdi.de/entity/Q4694333	1993-06-29	Paper
https://portal.mardi4nfdi.de/entity/Q4039983	1993-06-05	Paper
https://portal.mardi4nfdi.de/entity/Q4010427	1992-09-27	Paper
Identification of linear systems from noisy data	1991-01-01	Paper
Solution sets for linear dynamic errors-in-variables models	1991-01-01	Paper
Properties of the parametrization of monic ARMA systems	1989-01-01	Paper
Linear dynamic errors-in-variables models. Some structure theory	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4733809	1989-01-01	Paper
The common structure of parametrizations for linear systems	1989-01-01	Paper
Dynamic errors-in-variables systems with three variables	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3773153	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3716143	1986-01-01	Paper
Identification of Linear Dynamic Systems—A Survey of Some Recent Developments	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3691560	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3690044	1984-01-01	Paper
IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS	1984-01-01	Paper
The behaviour of the likelihood function for ARMA models	1984-01-01	Paper
The uniqueness of the transfer function of linear systems from input- output observations	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3700630	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3741496	1983-01-01	Paper
The Properties of the Parameterization of Armax Systems and Their Relevance for Structural Estimation and Dynamic Specification	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3957828	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3658997	1982-01-01	Paper
Some properties of the parameterization of ARMA systems with unknown order	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3960576	1981-01-01	Paper
Estimation of vector Armax models	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3940700	1980-01-01	Paper
Linear Models with Autocorrelated Errors: Structural Identifiability in the Absence of Minimality Assumptions	1979-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4194849	1979-01-01	Paper
Vector linear time series models: corrections and extensions	1978-01-01	Paper
Identifiability and Consistent Estimability in Econometric Models	1978-01-01	Paper
The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4161210	1978-01-01	Paper
Exact estimability of the transfer functions of linear systems	1978-01-01	Paper
The Identifiability of Linear Econometric Models with Autocorrelated Errors	1976-01-01	Paper
Z-transform and identification of linear econometric models with autocorrelated errors	1975-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4083267	1975-01-01	Paper
The Identifiability of Linear Models with Autocorrelated Errors	1975-01-01	Paper
The Linear Model Formulation of a Multitype Branching Process Applied to Population Dynamics	1974-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4766860	1973-01-01	Paper

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