On a procedure for structural identification

DOI10.1080/00207178108922986zbMath0464.93082OpenAlexW1976562083MaRDI QIDQ3916505

Petre Stoica

Publication date: 1981

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178108922986

zbMATH Keywords

time seriesstructural identificationcovariances of data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Related Items (2)

On estimating the order of an ARMA process ⋮ A IV based criterion for model order selection

Cites Work

• An instrumental variable method for model order identification
• Estimation of the order of linear systems
• Asymptotic behaviour of some bootstrap estimators
• A test for whiteness

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