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Identification of the dynamic shock-error model with autocorrelated errors

โœ Scribed by Eugen Nowak


Book ID
107950035
Publisher
Elsevier Science
Year
1983
Tongue
English
Weight
569 KB
Volume
23
Category
Article
ISSN
0304-4076

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โœ P. Castaldi; U. Soverini ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 668 KB

This paper deals with the identifiability of scalar dynamic errors-in-variables models characterized by rational spectra. The hypothesis of causality for the underlying dynamic system is taken into account. By making use of stochastic realization theory and of the structural properties of state-spac