Model specification tests for balanced representation state space models

DOI10.1080/03610929508831477MaRDI QIDQ4843922zbMATH OpenOpenAlexFDO

Authors Arthur Havenner, Jeffrey H. Dorfman

Publication date 17 August 1995

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929508831477

zbMATH Keywords

model specificationMonte Carlo methodsstate space models

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• State space modeling of multiple time series
• Model specification and selection for multivariate time series
• A Bayesian approach to state space multivariate time series modeling
• Model reduction via the internally balanced state space representation
• Miscellanea. An improved state space representation for cyclical time series

Cites work

• A Bayesian approach to state space multivariate time series modeling
• A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
• A fundamental relation between predictor identification and power spectrum estimation
• A method for approximate representation of vector-valued time series and its relation to two alternatives
• An instrumental variables interpretation of linear systems theory estimation
• Estimating the dimension of a model
• scientific article; zbMATH DE number 3550005 (Why is no real title available?)
• Multivariate time series analysis with state space models
• On fitting distributed lag models subject to polynomial restrictions
• State space modeling of multiple time series
• Statistical predictor identification
• System theoretic time series: An application to inventories and prices of California range cattle
• TESTS OF SIGNIFICANCE IN CANONICAL ANALYSIS

Cited in

(4)

• Model reduction via the internally balanced state space representation
• STATE TRANSITION SPECIFICATION IN STATE-SPACE MODELS
• Miscellanea. An improved state space representation for cyclical time series
• Model Order Estimation of a Multivariable Stochastic Process

This page was built for publication: Model specification tests for balanced representation state space models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4843922)