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Identification of noisy linear systems with multiple ARMA inputs

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  • Tigelaar, H.H.

    (Tilburg University, School of Economics and Management)

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  • Tigelaar, H.H., 1983. "Identification of noisy linear systems with multiple ARMA inputs," Other publications TiSEM 51018fe5-aac0-4522-a275-e, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:51018fe5-aac0-4522-a275-ecb663ff2032
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1140776/THH5611815.pdf
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    References listed on IDEAS

    as
    1. R. Kohn, 1980. "Local identification of ARMAX structures subject to nonlinear constraints," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 27(1), pages 35-41, December.
    2. Hannan, E J, 1971. "The Identification Problem for Multiple Equation Systems with Moving Average Errors," Econometrica, Econometric Society, vol. 39(5), pages 751-765, September.
    3. Tigelaar, H.H., 1982. "The informative sample size for dynamic multiple equation systems with moving average errors," Other publications TiSEM ceb082eb-a297-44dd-858f-4, Tilburg University, School of Economics and Management.
    4. Tigelaar, H.H., 1982. "The informative sample size for dynamic multiple equation systems with moving average errors," Research Memorandum FEW 113, Tilburg University, School of Economics and Management.
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    Cited by:

    1. Merbis, M.D. & de Zeeuw, A.J., 1984. "From structural form to state-space form," Research Memorandum FEW 145, Tilburg University, School of Economics and Management.
    2. Merbis, M.D. & de Zeeuw, A.J., 1984. "From structural form to state-space form," Other publications TiSEM c16dcc39-3584-4808-b7ec-b, Tilburg University, School of Economics and Management.
    3. Oomens, W.J., 1983. "The economic interpretation of the advertising effect of Lydia Pinkham," Other publications TiSEM 4b034c5c-e34a-486a-89f7-d, Tilburg University, School of Economics and Management.
    4. Oomens, W.J., 1983. "The economic interpretation of the advertising effect of Lydia Pinkham," Research Memorandum FEW 134, Tilburg University, School of Economics and Management.

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