Dietmar Bauer

Available identifiers

zbMath Open bauer.dietmarWikidataQ59884546 ScholiaQ59884546MaRDI QIDQ90659

List of research outcomes

Publication	Date of Publication	Type
RprobitB	2024-02-26	Software
Using subspace methods to model long-memory processes	2020-05-14	Paper
Periodic and seasonal (co-)integration in the state space framework	2019-10-10	Paper
Persistence-robust surplus-lag Granger causality testing	2017-05-12	Paper
A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES	2014-02-24	Paper
Asymptotic distribution of estimators in reduced rank regression settings when the regressors are integrated	2012-11-06	Paper
Using subspace algorithm cointegration analysis: simulation performance and application to the term structure	2010-03-30	Paper
USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS	2009-06-11	Paper
ALMOST SURE BOUNDS ON THE ESTIMATION ERROR FOR OLS ESTIMATORS WHEN THE REGRESSORS INCLUDE CERTAIN MFI(1) PROCESSES	2009-06-11	Paper
Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms	2009-02-09	Paper
Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs	2006-05-24	Paper
ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS	2005-10-18	Paper
Asymptotic properties of subspace estimators	2005-05-12	Paper
Estimating cointegrated systems using subspace algorithms	2003-04-09	Paper
Asymptotic properties of least-squares estimates of Hammerstein-Wiener models	2002-10-16	Paper
Some facts about the choice of the weighting matrices in Larimore type of subspace algorithms	2002-09-05	Paper
Order estimation for subspace methods	2002-04-10	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

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
country of citizenship	Austria
doctoral advisor	Manfred Deistler
educated at	TU Wien
family name	Bauer
given name	Dietmar
instance of	human
languages spoken, written or signed	German
occupation	researcher
sex or gender	male

This page was built for person: Dietmar Bauer