When are two multivariate random processes indistinguishable

DOI10.1007/S10878-006-7907-1zbMATH Open1113.62093OpenAlexW2088412284MaRDI QIDQ2369971FDOQ2369971

Authors: Demetrios Kazakos, Sam Makki 

Publication date: 21 June 2007

Published in: Journal of Combinatorial Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10878-006-7907-1

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zbMATH Keywords

Gaussian modelsFrequency domainStochastic processesSignal

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Non-Markovian processes: estimation (62M09) System identification (93B30)

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Cited In (4)

• Identification of low rank vector processes
• Title not available (Why is that?)
• Identification of the dynamic shock-error model with autocorrelated errors
• STRUCTURAL, DYNAMIC MODELLING IN UNOBSERVABLE SPACES OF COVARIANCE-STATIONARY STOCHASTIC PROCESSES

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