The -algorithm for the identification of a transfer-function model: Some applications
When dynamic relations between time series have a finite dimension, they can be represented by means of transfer functions. One of the questions which then occur in this kind of modelling of multi-input-multi-output systems is the estimation of the orders of the polynomials so involved. Loosely speaking there are two main classes of methods. One in which one estimates the coefficients of the process, and the other one which involves indirect techniques related with Padé approximation. The authors give a characterization of the degrees in a minimal ARMA model through the observation of certain tables of values, which are built from the autocorrelations of the observed process.
- Extrapolation methods theory and practice
- scientific article; zbMATH DE number 3903803 (Why is no real title available?)
- scientific article; zbMATH DE number 3703856 (Why is no real title available?)
- scientific article; zbMATH DE number 3565994 (Why is no real title available?)
- Identification of a univariate ARMA model
- Identification of Dynamic Regression (Distributed Lag) Models Connecting Two Time Series
- On a Device for Computing the e m (S n ) Transformation
- Padé-type approximation and general orthogonal polynomials
- Sequence transformations as statistical tools
- TRANSFER FUNCTION MODEL ORDER AND PARAMETER ESTIMATION
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