Strong convergence of estimators in nonlinear autoregressive models
Journal of Multivariate Analysis
On consistent testing for serial correlation of unknown form in vector time series models
Journal of Multivariate Analysis
HAC estimation and strong linearity testing in weak ARMA models
Journal of Multivariate Analysis
The role of vector autoregressive modeling in predictor-based subspace identification
Automatica (Journal of IFAC)
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Automatica (Journal of IFAC)
Causal relationship testing with applications to exchange rates
International Journal of Electronic Finance
Sure overall orders to identify scalar component models
MATH'05 Proceedings of the 8th WSEAS International Conference on Applied Mathematics
Journal of Multivariate Analysis
Computational Statistics & Data Analysis
Departure from normality of increasing-dimension martingales
Journal of Multivariate Analysis
Maximum likelihood estimation in vector long memory processes via EM algorithm
Computational Statistics & Data Analysis
Exact maximum likelihood estimation of structured or unit root multivariate time series models
Computational Statistics & Data Analysis
Time series clustering based on forecast densities
Computational Statistics & Data Analysis
Vector time-frequency AR models for nonstationary multivariate random processes
IEEE Transactions on Signal Processing
Generalized Kernel Regression Estimate for the Identification of Hammerstein Systems
International Journal of Applied Mathematics and Computer Science
Sparse gene regulatory network identification
KDECB'06 Proceedings of the 1st international conference on Knowledge discovery and emergent complexity in bioinformatics
Estimating structural VARMA models with uncorrelated but non-independent error terms
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New Method of Order Estimation for ARMA/ARMAX Processes
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Original article: From general state-space to VARMAX models
Mathematics and Computers in Simulation
Brief paper: Consistency of subspace methods for signals with almost-periodic components
Automatica (Journal of IFAC)
A type of matrix Padé approximant inspired by scalar component models
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Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs
Automatica (Journal of IFAC)
A covariance extension approach to identification of time series
Automatica (Journal of IFAC)
Analysis of the asymptotic properties of the MOESP type of subspace algorithms
Automatica (Journal of IFAC)
Consistency of system identification by global total least squares
Automatica (Journal of IFAC)
Symbolic computation of Fisher information matrices for parametrized state-space systems
Automatica (Journal of IFAC)
Asymptotic properties of subspace estimators
Automatica (Journal of IFAC)
Consistency analysis of some closed-loop subspace identification methods
Automatica (Journal of IFAC)
Autoregressive models of singular spectral matrices
Automatica (Journal of IFAC)
Proceedings of the 12th International Conference on Electronic Commerce: Roadmap for the Future of Electronic Business
Kalman filter estimation for a regression model with locally stationary errors
Computational Statistics & Data Analysis
Asymptotic distributions for quasi-efficient estimators in echelon VARMA models
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