Wolfgang Scherrer

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A state-space approach to time-varying reduced-rank regression Econometric Reviews	2022-09-14	Paper
Time Series Models Lecture Notes in Statistics	2022-09-05	Paper
All-Pass Functions for Mirroring Pairs of Complex-Conjugated Roots of Rational Matrix Functions	2020-10-04	Paper
Vector autoregressive moving average models Handbook of Statistics	2020-08-18	Paper
Subspace methods for system identification. Tohru Katayama, Springer, London, 2005. No. of Pages: XVI+386. ISBN 1‐85233‐981‐0 International Journal of Robust and Nonlinear Control	2014-04-03	Paper
On the parametrization of multivariate GARCH models Econometric Theory	2012-05-14	Paper
The relation of the CCA subspace method to a balanced reduction of an autoregressive model. Journal of Econometrics	2004-01-26	Paper
On continuity and consistency of \(\ell_{\infty}\) optimal models Systems & Control Letters	2002-03-03	Paper
Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs Automatica	1999-09-02	Paper
Consistency of system identification by global total least squares Automatica	1999-09-02	Paper
A Structure Theory for Linear Dynamic Errors-in-Variables Models SIAM Journal on Control and Optimization	1998-09-21	Paper
Identification of factor models by behavioural and subspace methods Systems & Control Letters	1998-08-13	Paper
System Identification by Dynamic Factor Models SIAM Journal on Control and Optimization	1998-02-09	Paper
scientific article; zbMATH DE number 926770 (Why is no real title available?)	1997-03-12	Paper
Statistical analysis of novel subspace identification methods Signal Processing	1997-02-27	Paper
Solution set properties for static errors-in-variables problems Automatica	1996-10-01	Paper
Consistency and relative efficiency of subspace methods Automatica	1996-09-22	Paper
scientific article; zbMATH DE number 218675 (Why is no real title available?)	1993-06-29	Paper
Identification of linear systems from noisy data	1991-01-01	Paper
Solution sets for linear dynamic errors-in-variables models Statistica Neerlandica	1991-01-01	Paper

Research outcomes over time

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