Manfred Deistler
TitleCited byYear
The statistical theory of linear systems
EJ Hannan, M Deistler
Society for Industrial and Applied Mathematics, 2012
Statistics and finance: An introduction
D Ruppert
Springer, 2014
Anthropology, modernity and consumption
D Miller, G de Neve
Nonnegative realization of a linear system with nonnegative impulse response
BDO Anderson, M Deistler, L Farina, L Benvenuti
IEEE Transactions on Circuits and Systems I: Fundamental Theory and†…, 1996
Identifiability in dynamic errors‐in‐variables models
BDO Anderson, M Deistler
Journal of Time Series Analysis 5 (1), 1-13, 1984
Statistical analysis of novel subspace identification methods
K Peternell, W Scherrer, M Deistler
Signal Processing 52 (2), 161-177, 1996
Consistency and relative efficiency of subspace methods
M Deistler, K Peternell, W Scherrer
Automatica 31 (12), 1865-1875, 1995
Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs
D Bauer, M Deistler, W Scherrer
Automatica 35 (7), 1243-1254, 1999
Vector linear time series models: corrections and extensions
M Deistler, W Dunsmuir, EJ Hannan
Advances in Applied Probability 10 (2), 360-372, 1978
Estimation of vector ARMAX models
EJ Hannan, WTM Dunsmuir, M Deistler
Journal of Multivariate Analysis 10 (3), 275-295, 1980
Linear dynamic errors-in-variables models: some structure theory
M Deistler, BDO Anderson
Journal of Econometrics 41 (1), 39-63, 1989
A structure theory for linear dynamic errors-in-variables models
W Scherrer, M Deistler
SIAM Journal on Control and Optimization 36 (6), 2148-2175, 1998
Some properties of the parameterization of ARMA systems with unknown order
M Deistler, EJ Hannan
Journal of Multivariate Analysis 11 (4), 474-484, 1981
Generalized linear dynamic factor models: An approach via singular autoregressions
M Deistler, BDO Anderson, A Filler, C Zinner, W Chen
European Journal of Control 16 (3), 211-224, 2010
The properties of the parameterization of ARMAX systems and their relevance for structural estimation and dynamic specification
M Deistler
Econometrica: Journal of the Econometric Society, 1187-1207, 1983
Properties of zero-free transfer function matrices
BDO Anderson, M Deistler
SICE Journal of Control, Measurement, and System Integration 1 (4), 284-292, 2008
Linear dynamic errors-in-variables models
M Deistler
Journal of Applied Probability 23 (A), 23-39, 1986
The statistical theory of linear systems
EJ Hannan
Developments in Statistics 2, 83-121, 1979
Identifiability and consistent estimability in econometric models
M Deistler, HG Seifert
Econometrica: Journal of the Econometric Society, 969-980, 1978
Linear errors-in-variables models
M Deistler
Time series and linear systems, 37-68, 1986
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Articles 1–20