The following pages link to Manfred Deistler (Q236557):
Displayed 50 items.
- The structure of multivariate AR and ARMA systems: regular and singular systems; the single and the mixed frequency case (Q281040) (← links)
- Item:Q236557 (redirect page) (← links)
- AR systems and AR processes: the singular case (Q359813) (← links)
- Properties of blocked linear systems (Q361012) (← links)
- Estimating the codifference function of linear time series models with infinite variance (Q537535) (← links)
- Statistical analysis of novel subspace identification methods (Q671461) (← links)
- Autoregressive models of singular spectral matrices (Q694820) (← links)
- The uniqueness of the transfer function of linear systems from input- output observations (Q760711) (← links)
- A new approach for estimating VAR systems in the mixed-frequency case (Q779695) (← links)
- Linear dynamic errors-in-variables models. Some structure theory (Q911205) (← links)
- Modelling high-dimensional time series by generalized linear dynamic factor models: an introductory survey (Q936481) (← links)
- Dynamic errors-in-variables systems with three variables (Q1100178) (← links)
- Properties of the parametrization of monic ARMA systems (Q1121845) (← links)
- The set of observationally equivalent errors-in-variables models (Q1128975) (← links)
- Estimation of vector Armax models (Q1145456) (← links)
- Some properties of the parameterization of ARMA systems with unknown order (Q1163327) (← links)
- Z-transform and identification of linear econometric models with autocorrelated errors (Q1216145) (← links)
- The structural identifiability of linear models with autocorrelated errors in the case of cross-equation restrictions (Q1249826) (← links)
- Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs (Q1301438) (← links)
- Cointegration in singular ARMA models (Q1673429) (← links)
- An analysis of separable least squares data driven local coordinates for maximum likelihood estimation of linear systems (Q1776443) (← links)
- Identification of dynamic systems from noisy data: Single factor case (Q1802198) (← links)
- The common structure of parametrizations for linear systems (Q1823217) (← links)
- An analysis of the parametrization by data driven local coordinates for multivariable linear systems (Q1879589) (← links)
- Consistency and relative efficiency of subspace methods (Q1911279) (← links)
- Solution set properties for static errors-in-variables problems (Q1923025) (← links)
- Singular arma systems: a structure theory (Q2273133) (← links)
- Generalized linear dynamic factor models: an approach via singular autoregressions (Q2638166) (← links)
- (Q2725676) (← links)
- MULTIVARIATE AR SYSTEMS AND MIXED FREQUENCY DATA: G-IDENTIFIABILITY AND ESTIMATION (Q2826003) (← links)
- (Q2885002) (← links)
- On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling (Q3120662) (← links)
- (Q3126005) (← links)
- (Q3140687) (← links)
- Linear Models with Autocorrelated Errors: Structural Identifiability in the Absence of Minimality Assumptions (Q3206179) (← links)
- IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS (Q3321964) (← links)
- The behaviour of the likelihood function for ARMA models (Q3347148) (← links)
- Solution sets for linear dynamic errors-in-variables models (Q3355126) (← links)
- (Q3363213) (← links)
- (Q3509227) (← links)
- (Q3645683) (← links)
- (Q3658997) (← links)
- The Properties of the Parameterization of Armax Systems and Their Relevance for Structural Estimation and Dynamic Specification (Q3666099) (← links)
- (Q3690044) (← links)
- (Q3691560) (← links)
- (Q3700630) (← links)
- (Q3716143) (← links)
- (Q3741496) (← links)
- (Q3773153) (← links)
- Identification of Linear Dynamic Systems—A Survey of Some Recent Developments (Q3778655) (← links)