319 results on '"Deistler M"'
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52. On continuity of l-infinite optimal models
53. A physiologically motivated ECoG segmentation method for epileptic seizure onset zone detection
54. AR systems and AR processes: the singular case
55. System Identification. Paper Presented on IIASA's 20th Anniversary
56. FINITE-SAMPLE PROPERTIES OF LIMITED INFORMATION ESTIMATION - AN ALGEBRAIC APPROACH
57. Properties of Zero-Free Spectral Matrices
58. Regression-based analysis of synchronization in multichannel EEG in epilepsy
59. Generalized linear dynamic factor models - An approach via singular autoregressions
60. Generalized linear dynamic factor models - a structure theory
61. Identification of Factor Models for Forecasting Returns
62. On new parametrization methods for the estimation of linear state-space models
63. Data driven local coordinates for normalized state-space systems: orthoDDLC
64. Singular autoregressions for Generalized Dynamic Factor Models.
65. AR models of singular spectral matrices.
66. An interactive term approach to non-parametric FIR nonlinear system identification.
67. Comments on the contributions by C.W.J. Granger and J.J. Heckman
68. System Identification T. Söderström P. Stoica
69. Balanced canonical forms for system identification
70. A Structure Theory for Linear Dynamic Errors-in-Variables Models
71. The set of observationally equivalent errors-in-variables models
72. The Analysis of the Asymptotic Variance of Subspace Algorithms
73. A central limit theorem for subspace algorithms
74. Statistical analysis of novel subspace identification methods
75. Solution set properties for static errors-in-variables problems
76. Nonnegative realization of a linear system with nonnegative impulse response
77. Consistency and relative efficiency of subspace methods
78. System IdentificationT. Söderström and P. Stoica Prentice Hall International, 1989
79. Consistency and Relative Efficiency of Subspace Methods
80. Solution Set Properties for Errors-in-Variables Problems
81. Identification of Arma Systems
82. Identifiability in dynamic errors-in-variables models.
83. Solution sets for linear dynamic errors-in-variables models
84. State Space Modeling of Time SeriesMasanao Aoki Springer-Verlag, 1987
85. Segmentation of the EEG by Minimization of the Total Gain in Information.
86. Comment.
87. IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS.
88. SYSTEM IDENTIFICATION BY DYNAMIC FACTOR MODELS.
89. Handwörterbuch der Mathematischen Wirtschaftswissenschaften, Vol. II: Ökonometrie und Statistik M. J. Beckmann G. Menges R. Selten
90. Forecasting Aggregated Vector ARMA Processes. (Lecture Notes in Economics and Mathematical Systems, Vol. 284) H. Lütkepohl
91. Economic Models, Estimation and Socioeconomic Systems: Essays in Honor of Karl A. Fox T. K. Kaul J. K. Sengupta
92. Zerlegung und Lösung diskreter ökonomischer Prozeßmodelle W. Förster
93. On continuity and consistency of optimal models
94. Properties of the Parametrization of Monic ARMA Systems
95. Errors-in-Variables Identification: Linear-Gaussian Stationary Results
96. System Identification.
97. Properties of the Parametrization of Monic Arma Systems
98. A Time Series Model with Qualitative Variables
99. State Space Modeling of Time Series - M. Aoki.
100. Lineare Modelle mit fehlerbehafteten Daten - H. Schneeweiß, H. J. Mittag.
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