A METHOD FOR APPROXIMATE REPRESENTATION OF VECTOR-VALUED TIME-SERIES AND ITS RELATION TO 2 ALTERNATIVES

[1] STOCHASTIC THEORY OF MINIMAL REALIZATION [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) : 667 - 674

[2] MARKOVIAN REPRESENTATION OF STOCHASTIC-PROCESSES BY CANONICAL VARIABLES [J]. SIAM JOURNAL ON CONTROL, 1975, 13 (01): : 162 - 173

[3] Akaike H., 1976, SYSTEM IDENTIFICATIO

[4] RECURSIVE ALGORITHM FOR SPECTRAL FACTORIZATION [J]. IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS, 1974, CA21 (06): : 742 - 750

[5] [Anonymous], 1981, SPECTRAL ANAL TIME S

[6] AOKI M, 1983, NOTES EC TIME SERIES

[7] Arun K. S., 1983, Proceedings of the 22nd IEEE Conference on Decision and Control, P1353

[8] PREDICTION ERROR IDENTIFICATION METHODS FOR STATIONARY STOCHASTIC-PROCESSES [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1976, 21 (04) : 500 - 505

[9] Desai U. B., 1982, Proceedings of the 21st IEEE Conference on Decision & Control, P1105

[10] A ONE-FACTOR MULTIVARIATE TIME-SERIES MODEL OF METROPOLITAN WAGE RATES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1981, 76 (376) : 774 - 781

[1] STOCHASTIC THEORY OF MINIMAL REALIZATION [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1974, AC19 (06) : 667 - 674

[2] MARKOVIAN REPRESENTATION OF STOCHASTIC-PROCESSES BY CANONICAL VARIABLES [J]. SIAM JOURNAL ON CONTROL, 1975, 13 (01): : 162 - 173

[3] Akaike H., 1976, SYSTEM IDENTIFICATIO

[4] RECURSIVE ALGORITHM FOR SPECTRAL FACTORIZATION [J]. IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS, 1974, CA21 (06): : 742 - 750

[5] [Anonymous], 1981, SPECTRAL ANAL TIME S

[6] AOKI M, 1983, NOTES EC TIME SERIES

[7] Arun K. S., 1983, Proceedings of the 22nd IEEE Conference on Decision and Control, P1353

[8] PREDICTION ERROR IDENTIFICATION METHODS FOR STATIONARY STOCHASTIC-PROCESSES [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1976, 21 (04) : 500 - 505

[9] Desai U. B., 1982, Proceedings of the 21st IEEE Conference on Decision & Control, P1105

[10] A ONE-FACTOR MULTIVARIATE TIME-SERIES MODEL OF METROPOLITAN WAGE RATES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1981, 76 (376) : 774 - 781