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