| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q5149191 | 2021-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5149192 | 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 |
| Properties of blocked linear systems | 2013-08-28 | Paper |
| AR systems and AR processes: the singular case | 2013-08-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5326831 | 2013-07-31 | Paper |
| Autoregressive models of singular spectral matrices | 2012-12-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2885002 | 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 |
| https://portal.mardi4nfdi.de/entity/Q3645683 | 2009-11-18 | Paper |
| Modelling high-dimensional time series by generalized linear dynamic factor models: an introductory survey | 2008-08-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3509227 | 2008-07-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5386569 | 2008-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5436795 | 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 |
| https://portal.mardi4nfdi.de/entity/Q2725676 | 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 |
| Solution sets for linear dynamic errors-in-variables models | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3363213 | 1991-01-01 | Paper |
| Linear dynamic errors-in-variables models. Some structure theory | 1989-01-01 | Paper |
| Properties of the parametrization of monic ARMA systems | 1989-01-01 | Paper |
| The common structure of parametrizations for linear systems | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4733809 | 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 |
| The uniqueness of the transfer function of linear systems from input- output observations | 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 |
| https://portal.mardi4nfdi.de/entity/Q3690044 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3700630 | 1984-01-01 | 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/Q3741496 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3658997 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3957828 | 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 |
| 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 |
| Identifiability and Consistent Estimability in Econometric Models | 1978-01-01 | Paper |
| Exact estimability of the transfer functions of linear systems | 1978-01-01 | Paper |
| Vector linear time series models: corrections and extensions | 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 |
