TRANSFER FUNCTION MODEL ORDER AND PARAMETER ESTIMATION

DOI10.1111/J.1467-9892.1985.TB00406.XMaRDI QIDQ3690922zbMATH OpenOpenAlexFDO

Authors Keh-Shin Lii

Publication date 1985

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1985.tb00406.x

zbMATH Keywords

asymptotic normalityasymptotic variancesasymptoticsC-tablesdistributed lag modelidentificationorder determinationPadé tablesrational transfer functiontime series

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• An approach to testing linear time series models
• Distributed lag approximation to linear time-invariant systems
• Distributed Lag Estimation When the Parameter Space is Explicitly Infinite- Dimensional
• Estimation of the Coefficients in a Multidimensional Distributed Lag Model
• scientific article; zbMATH DE number 3267825 (Why is no real title available?)
• scientific article; zbMATH DE number 3332973 (Why is no real title available?)
• scientific article; zbMATH DE number 3395168 (Why is no real title available?)
• scientific article; zbMATH DE number 3400341 (Why is no real title available?)
• Identification of Dynamic Regression (Distributed Lag) Models Connecting Two Time Series
• The estimation of a lagged regression relation

Cited in

(4)

• The -algorithm for the identification of a transfer-function model: Some applications
• A comparison of some of pattern identification methods for order determination of mixed ARMA models
• A simple method for the estimation of rational distributed lag models
• scientific article; zbMATH DE number 5039637 (Why is no real title available?)

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