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Least squares in general vector spaces revisited

By Schonfeld P. in (2004)

Elsevier

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The asymptotic variance of subspace estimates

By Chiuso A., Picci G. in (2004)

Elsevier

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An omnibus test for the time series model AR(1)

By Anderson T.W., Lockhart R.A., Stephens M.A. in (2004)

Elsevier

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Deterministic least squares filtering

By Willems J.C. in (2004)

Elsevier

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A complete class of tests when the likelihood is locally asymptotically quadratic

By Ploberger W. in (2004)

Elsevier

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The relation of the CCA subspace method to a balanced reduction of an autoregressive model

By Dahlen A., Scherrer W. in (2004)

Elsevier

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Robust estimation of generalized linear models with measurement errors

By Li T., Hsiao C. in (2004)

Elsevier

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Contributions to econometrics, time-series analysis, and systems identification: a Festschrift in honor of Manfred Deistler

By Potscher B.M., Prucha I.R. in (2004)

Elsevier

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Bootstrapping nonparametric estimators of the volatility function

By Franke J., Neumann M.H., Stockis J.-P. in (2004)

Elsevier

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System theory for system identification

By van Schuppen J.H. in (2004)

Elsevier

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