Stochastic realization problems
- 1 January 1989
- book chapter
- Published by Springer Nature
- p. 480-523
- https://doi.org/10.1007/bfb0008474
Abstract
No abstract availableKeywords
This publication has 50 references indexed in Scilit:
- Sur l'Information de FisherPublished by Springer Nature ,2006
- Latent variables models : Editors' introductionJournal of Econometrics, 1989
- Nonstationarity, cointegration, and error correction in economic modelingJournal of Economic Dynamics and Control, 1988
- On alternative state space representations of time series modelsJournal of Economic Dynamics and Control, 1988
- Dynamic errors-in-variables systems with three variablesAutomatica, 1987
- The Rank of Reduced Dispersion MatricesPsychometrika, 1987
- Identification of scalar errors-in-variables models with dynamicsAutomatica, 1985
- IDENTIFIABILITY IN DYNAMIC ERRORS‐IN‐VARIABLES MODELSJournal of Time Series Analysis, 1984
- A new predictive efficiency criterion for approximate stochastic realizationPublished by Institute of Electrical and Electronics Engineers (IEEE) ,1983
- Canonical Correlation Analysis of Time Series and the Use of an Information CriterionPublished by Elsevier ,1976