On a procedure for structural identification

DOI10.1080/00207178108922986MaRDI QIDQ3916505zbMATH OpenOpenAlexFDO

Authors Petre Stoica

Publication date 1981

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178108922986

zbMATH Keywords

covariances of datastructural identificationtime series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Cites work

• A test for whiteness
• An instrumental variable method for model order identification
• Asymptotic behaviour of some bootstrap estimators
• Estimation of the order of linear systems

Cited in

(2)

• On estimating the order of an ARMA process
• A IV based criterion for model order selection

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