Multiple input transfer function noise modelling : a time and frequency domain algorithm
Year of publication: |
1991
|
---|---|
Authors: | Östermark, Ralf ; Höglund, Rune |
Publisher: |
Åbo |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Time series analysis of export demand equations : a cross-country analysis
Senhadji-Semlali, Abdel, (1999)
-
Is seasonal adjustment a linear or nonlinear data filtering process?
Ghysels, Eric, (1995)
- More ...
-
Östermark, Ralf, (1998)
-
Size and power of some cointegration tests under structural breaks and heteroskedastic noise
Höglund, Rune, (2003)
-
Identification of multiple input transfer function noise models : a regression approach
Höglund, Rune, (1990)
- More ...