Hostname: page-component-848d4c4894-nr4z6 Total loading time: 0 Render date: 2024-05-01T08:41:24.044Z Has data issue: false hasContentIssue false
  • English
  • Français

State Space Modeling of Time SeriesMasanao Aoki Springer-Verlag, 1987

Published online by Cambridge University Press:  11 February 2009

M. Deistler
M. Deistler
Affiliation:
Technical University Vienna
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Book Reviews
Information
Econometric Theory , Volume 6 , Issue 2 , June 1990 , pp. 263 - 267
Copyright
Copyright © Cambridge University Press 1990

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

1.Akaike, H. Canonical correlation analysis of time series and the use of an information criterion. In Mehra, R.H. & Lainiotis, D.G. (eds.), System identification: Advances and case studies. New York: Academic Press, 1976: 27–96.CrossRefGoogle Scholar
2.Akaike, H. On entropy maximisation principle. In Krishnaiah, P.R. (ed.), Applications of statistics. Amsterdam: North Holland, 1977: 27–41.Google Scholar
3.Glover, K.All optimal Hankel norm approximations of linear multivariable systems and their L∞ error bounds. International Journal of Control 39 (1984): 1115–1193.CrossRefGoogle Scholar
4.Hannan, E.J.Rational transfer function approximation. Statistical Science 2 (1987): 135–161.Google Scholar
5.Hannan, E.J. & Deistler, M.. The statistical theory of linear systems. New York: Wiley, 1988.Google Scholar
6.Hannan, E.J. & Rissanen, J.. Recursive estimation of ARMA order. Biometrika 69 (1982): 81–94.CrossRefGoogle Scholar
7.Hazewinkel, M. & Kalman, R.E.. Invariants, canonical forms and moduli for linear, constant, finite dimensional, dynamical systems. In Marchesini, G. & Mitter, S.K. (eds.), Lecture Notes in Economics and Mathematical Systems, Vol. 131. Berlin: Springer-Verlag, 1976: 48–60.Google Scholar
8.Moore, B.C.Singular value analysis in linear systems, Part I and II. Proceedings 1978 IEEE Conference on Decision and Control (1978): 66–73.CrossRefGoogle Scholar
9.Rissanen, J.Universal prior for parameters and estimation by minimum description length. Ann. Stat. 11 (1983): 416–431.CrossRefGoogle Scholar
10.Wahlberg, B. On the identification and approximation of linear systems. Linköping Studies in Science and Technology, Dissertations, 1987: No. 163.Google Scholar