| Publication | Date of Publication | Type |
|---|
Time Series Models
Lecture Notes in Statistics | 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
Handbook of Statistics | 2020-08-18 | Paper |
A new approach for estimating VAR systems in the mixed-frequency case
Statistical Papers | 2020-07-14 | Paper |
Singular arma systems: a structure theory
Numerical Algebra, Control and Optimization | 2019-09-18 | Paper |
On the sensitivity of Granger causality to errors-in-variables, linear transformations and subsampling
Journal of Time Series Analysis | 2019-03-05 | Paper |
Cointegration in singular ARMA models
Economics Letters | 2018-09-12 | Paper |
An Interactive Term Approach to Non-Parametric FIR Nonlinear System Identification
IEEE Transactions on Automatic Control | 2017-08-25 | Paper |
Properties of Zero-Free Spectral Matrices
IEEE Transactions on Automatic Control | 2017-08-08 | Paper |
Multivariate AR systems and mixed frequency data: G-identifiability and estimation
Econometric Theory | 2016-10-14 | Paper |
The structure of multivariate AR and ARMA systems: regular and singular systems; the single and the mixed frequency case
Journal of Econometrics | 2016-05-10 | Paper |
Graphs for Dependence and Causality in Multivariate Time Series
System Identification, Environmental Modelling, and Control System Design | 2015-07-02 | Paper |
Solutions of Yule-Walker equations for singular AR processes
Journal of Time Series Analysis | 2014-08-06 | Paper |
EEG in the diagnostics of Alzheimer's disease
Statistical Papers | 2013-11-11 | Paper |
Properties of blocked linear systems
Automatica | 2013-08-28 | Paper |
AR systems and AR processes: the singular case
Communications in Information and Systems | 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
Biological Cybernetics | 2013-07-16 | Paper |
Autoregressive models of singular spectral matrices
Automatica | 2012-12-13 | Paper |
The statistical theory of linear systems
Classics in Applied Mathematics | 2012-05-21 | Paper |
Estimating the codifference function of linear time series models with infinite variance
Metrika | 2011-05-20 | Paper |
Generalized linear dynamic factor models: an approach via singular autoregressions
European Journal of Control | 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
Communications in Information and Systems | 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
Automatica | 2005-05-12 | Paper |
On new parametrization methods for the estimation of linear state–space models
International Journal of Adaptive Control and Signal Processing | 2005-04-21 | Paper |
An analysis of the parametrization by data driven local coordinates for multivariable linear systems
Automatica | 2004-09-23 | Paper |
On continuity and consistency of \(\ell_{\infty}\) optimal models
Systems & Control Letters | 2002-03-03 | Paper |
scientific article; zbMATH DE number 2015364 (Why is no real title available?)
| 2002-01-01 | Paper |
On the structure of cointegration
| 2001-10-28 | Paper |
Balanced canonical forms for system identification
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs
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 |
The set of observationally equivalent errors-in-variables models
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 993795 (Why is no real title available?)
| 1997-09-18 | 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 |
scientific article; zbMATH DE number 926811 (Why is no real title available?)
| 1996-11-20 | 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 440537 (Why is no real title available?)
| 1993-12-05 | Paper |
Identification of dynamic systems from noisy data: Single factor case
MCSS. Mathematics of Control, Signals, and Systems | 1993-08-17 | Paper |
scientific article; zbMATH DE number 218675 (Why is no real title available?)
| 1993-06-29 | Paper |
scientific article; zbMATH DE number 193126 (Why is no real title available?)
| 1993-06-05 | Paper |
scientific article; zbMATH DE number 65815 (Why is no real title available?)
| 1992-09-27 | 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 |
Properties of the parametrization of monic ARMA systems
Automatica | 1989-01-01 | Paper |
Linear dynamic errors-in-variables models. Some structure theory
Journal of Econometrics | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4120099 (Why is no real title available?)
| 1989-01-01 | Paper |
The common structure of parametrizations for linear systems
Linear Algebra and its Applications | 1989-01-01 | Paper |
Dynamic errors-in-variables systems with three variables
Automatica | 1987-01-01 | Paper |
scientific article; zbMATH DE number 4032888 (Why is no real title available?)
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 3945184 (Why is no real title available?)
| 1986-01-01 | Paper |
Identification of Linear Dynamic Systems—A Survey of Some Recent Developments
IMA Journal of Mathematical Control and Information | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3916157 (Why is no real title available?)
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 3913497 (Why is no real title available?)
| 1984-01-01 | Paper |
IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
Journal of Time Series Analysis | 1984-01-01 | Paper |
The behaviour of the likelihood function for ARMA models
Advances in Applied Probability | 1984-01-01 | Paper |
The uniqueness of the transfer function of linear systems from input- output observations
Metrika | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3926024 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3974816 (Why is no real title available?)
| 1983-01-01 | Paper |
The Properties of the Parameterization of Armax Systems and Their Relevance for Structural Estimation and Dynamic Specification
Econometrica | 1983-01-01 | Paper |
scientific article; zbMATH DE number 3778589 (Why is no real title available?)
| 1982-01-01 | Paper |
scientific article; zbMATH DE number 3810777 (Why is no real title available?)
| 1982-01-01 | Paper |
Some properties of the parameterization of ARMA systems with unknown order
Journal of Multivariate Analysis | 1981-01-01 | Paper |
scientific article; zbMATH DE number 3782866 (Why is no real title available?)
| 1981-01-01 | Paper |
Estimation of vector Armax models
Journal of Multivariate Analysis | 1980-01-01 | Paper |
scientific article; zbMATH DE number 3757564 (Why is no real title available?)
| 1980-01-01 | Paper |
Linear Models with Autocorrelated Errors: Structural Identifiability in the Absence of Minimality Assumptions
Econometrica | 1979-01-01 | Paper |
scientific article; zbMATH DE number 3634135 (Why is no real title available?)
| 1979-01-01 | Paper |
Vector linear time series models: corrections and extensions
Advances in Applied Probability | 1978-01-01 | Paper |
Identifiability and Consistent Estimability in Econometric Models
Econometrica | 1978-01-01 | Paper |
The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions
Journal of Econometrics | 1978-01-01 | Paper |
scientific article; zbMATH DE number 3593446 (Why is no real title available?)
| 1978-01-01 | Paper |
Exact estimability of the transfer functions of linear systems
Series Statistics | 1978-01-01 | Paper |
The Identifiability of Linear Econometric Models with Autocorrelated Errors
International Economic Review | 1976-01-01 | Paper |
Z-transform and identification of linear econometric models with autocorrelated errors
Metrika | 1975-01-01 | Paper |
scientific article; zbMATH DE number 3503064 (Why is no real title available?)
| 1975-01-01 | Paper |
The Identifiability of Linear Models with Autocorrelated Errors
Journal of Cybernetics | 1975-01-01 | Paper |
The Linear Model Formulation of a Multitype Branching Process Applied to Population Dynamics
| 1974-01-01 | Paper |
scientific article; zbMATH DE number 3441920 (Why is no real title available?)
| 1973-01-01 | Paper |
