The statistical theory of linear systems
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Publication:2885002
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear systems in control theory (93C05) Collected or selected works; reprintings or translations of classics (01A75) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)
Cited in
(24)- Formal and non-Archimedean structures of dynamic systems on manifolds
- Cointegrated continuous-time linear state-space and MCARMA models
- Identifiability and estimation of possibly non-invertible SVARMA models: the normalised canonical WHF parametrisation
- Necessary and sufficient conditions for the identifiability of observation‐driven models
- The structure of multivariate AR and ARMA systems: regular and singular systems; the single and the mixed frequency case
- Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies
- Identifiability of structural singular vector autoregressive models
- On partial-sum processes of ARMAX residuals
- Exponential excitations for effective identification of Wiener system
- Estimation of functional ARMA models
- Simultaneous inference for autocovariances based on autoregressive sieve bootstrap
- Strongly consistent model selection for general causal time series
- On the sensitivity of Granger causality to errors-in-variables, linear transformations and subsampling
- Estimation and inference in univariate and multivariate log-GARCH-X models when the conditional density is unknown
- On consistency for time series model selection
- Cointegration in singular ARMA models
- Inverse covariance operators of multivariate nonstationary time series
- Inference and model selection in general causal time series with exogenous covariates
- Generalised cepstral models for the spectrum of vector time series
- A contribution to the statistical theory of linear graduation
- General Hannan and Quinn criterion for common time series
- scientific article; zbMATH DE number 4203475 (Why is no real title available?)
- The linear systems approach to linear rational expectations models
- Generalized autocovariance matrices for multivariate time series
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