Estimating the system order by subspace methods
Year of publication: |
2012
|
---|---|
Authors: | García-Hiernaux, Alfredo ; Casals, José ; Jerez, Miguel |
Published in: |
Computational Statistics. - Springer. - Vol. 27.2012, 3, p. 411-425
|
Publisher: |
Springer |
Subject: | Information criteria | State-space models | Subspace methods | System order |
-
Unit Roots and Cointegrating Matrix Estimation using Subspace Methods
Hiernaux, Alfredo Garcia, (2005)
-
Fast estimation methods for time series models in state-space form
Hiernaux, Alfredo García, (2005)
-
Strongly Consistent Determination of the Rank of Matrix
Ratsimalahelo, Zaka, (2003)
- More ...
-
Identification of Canonical Models for Vectors of Time Series : A Subspace Approach
García-Hiernaux, Alfredo, (2015)
-
Modelling and forecasting time series sampled at different frequencies
Casals, José, (2009)
-
Growth, cycles and convergence in US regional time series : a personal point of view
Jerez, Miguel, (2005)
- More ...