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The uniqueness of the transfer function of linear systems from input-output observations

Deistler, M.; Pötscher, B.; Schrader, J. - In: Metrika 31 (1984) 1, pp. 157-181

Persistent link: https://www.econbiz.de/10005598768

Linear Models with autocorrelated errors: structural identifiability in the absence of minimality assumptions

Deistler, M.; Schrader, J. - 1977

Persistent link: https://www.econbiz.de/10000002500

The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model

Pötscher, B. M. - In: Metrika : international journal for theoretical and … 32 (1985) 3/4, pp. 129-150

Persistent link: https://www.econbiz.de/10002651814

Convergence results for maximum likelihood type estimators in multivariable ARMA models II

Dahlhaus, R.; Pötscher, B. M. - In: Journal of Multivariate Analysis 30 (1989) 2, pp. 241-244

The consistency proof for the (Gaussian quasi) maximum likelihood estimator in multivariable ARMA models as given in Dunsmuir and Hannan (1976, Adv, in Appl. Probab. 8, 339-364) rests on a certain property of the underlying parameter space, called B6 in their paper. It is not known whether the...

Persistent link: https://www.econbiz.de/10005221587

Convergence results for maximum likelihood type estimators in multivariable ARMA models

Pötscher, B. M. - In: Journal of Multivariate Analysis 21 (1987) 1, pp. 29-52

General convergence results for maximum likelihood type estimators in multivariable ARMA-models under very weak assumptions are given. This extends results by Dunsmuir and Hannan (1976, Advan. Appl. Probab. 8 339-364) and Deistler, Dunsmuir, and Hannan (1978, Advan. Appl. Probab. 10 360-372). In...

Persistent link: https://www.econbiz.de/10005093888