Matches in SemOpenAlex for { <https://semopenalex.org/work/W2104812128> ?p ?o ?g. }
Showing items 1 to 87 of
87
with 100 items per page.
- W2104812128 endingPage "723" @default.
- W2104812128 startingPage "714" @default.
- W2104812128 abstract "Abstract This article considers multivariate causal transfer function systems with latent stationary inputs and outputs. Their observation is assumed to be disturbed by errors in variables (EV). The main identification results for such models so far consist of structure theory. Derived are descriptions of classes of EV transfer function systems compatible with given covariance structures of the observed variables under various causality constraints. The case of unique determination is treated only for one-dimensional models. The article derives a great variety of conditions under which a multivariate EV transfer function system is uniquely determined by the second-order moments of the observed variables. For this purpose it considers a general model class of nonparametric systems and subclasses of systems with some parameterized components having fixed order parameters. If parametric, the transfer function is a rational matrix. Parametric inputs or errors follow vector autoregressive moving average (ARMA) processes. Subclasses of systems with specific time series structures described by certain relations of the order parameters are shown to be identifiable. Consider for instance a subclass with parametric inputs ξ t and input errors v t following block identifiable ARMA processes with autoregressive (AR) orders k ξ, kv and moving average (MA) orders n ξ, nv . Transfer function and output errors are nonparametric or parametric. The subclass proves to be locally identifiable if kξ > n ξ or k v > n v , and (globally) identifiable if k ξ > n ξ and kv = 0 or k v > n v and k ξ = 0. Analogous conditions are given for the case that the inputs and their errors have a more detailed AR and MA structure. By also considering subclasses of a restricted model class with diagonal covariance structure of the inputs, the results reveal the effect of contemporaneous correlation among the inputs on the state of identifiability." @default.
- W2104812128 created "2016-06-24" @default.
- W2104812128 creator A5046632787 @default.
- W2104812128 date "1992-09-01" @default.
- W2104812128 modified "2023-09-25" @default.
- W2104812128 title "Identifiability in Multivariate Dynamic Linear Errors-in-Variables Models" @default.
- W2104812128 cites W1599846257 @default.
- W2104812128 cites W1979300460 @default.
- W2104812128 cites W1982334443 @default.
- W2104812128 cites W1985053267 @default.
- W2104812128 cites W2001698084 @default.
- W2104812128 cites W2028586638 @default.
- W2104812128 cites W2037845849 @default.
- W2104812128 cites W2044894379 @default.
- W2104812128 cites W2066800295 @default.
- W2104812128 cites W2073447535 @default.
- W2104812128 cites W2089974865 @default.
- W2104812128 cites W561711520 @default.
- W2104812128 cites W78472514 @default.
- W2104812128 doi "https://doi.org/10.1080/01621459.1992.10475273" @default.
- W2104812128 hasPublicationYear "1992" @default.
- W2104812128 type Work @default.
- W2104812128 sameAs 2104812128 @default.
- W2104812128 citedByCount "13" @default.
- W2104812128 countsByYear W21048121282013 @default.
- W2104812128 countsByYear W21048121282017 @default.
- W2104812128 countsByYear W21048121282018 @default.
- W2104812128 countsByYear W21048121282019 @default.
- W2104812128 crossrefType "journal-article" @default.
- W2104812128 hasAuthorship W2104812128A5046632787 @default.
- W2104812128 hasConcept C102366305 @default.
- W2104812128 hasConcept C105795698 @default.
- W2104812128 hasConcept C11413529 @default.
- W2104812128 hasConcept C117251300 @default.
- W2104812128 hasConcept C119599485 @default.
- W2104812128 hasConcept C122770356 @default.
- W2104812128 hasConcept C127413603 @default.
- W2104812128 hasConcept C14036430 @default.
- W2104812128 hasConcept C159877910 @default.
- W2104812128 hasConcept C161584116 @default.
- W2104812128 hasConcept C165464430 @default.
- W2104812128 hasConcept C178650346 @default.
- W2104812128 hasConcept C24574437 @default.
- W2104812128 hasConcept C28826006 @default.
- W2104812128 hasConcept C33923547 @default.
- W2104812128 hasConcept C78458016 @default.
- W2104812128 hasConcept C81299745 @default.
- W2104812128 hasConcept C86803240 @default.
- W2104812128 hasConceptScore W2104812128C102366305 @default.
- W2104812128 hasConceptScore W2104812128C105795698 @default.
- W2104812128 hasConceptScore W2104812128C11413529 @default.
- W2104812128 hasConceptScore W2104812128C117251300 @default.
- W2104812128 hasConceptScore W2104812128C119599485 @default.
- W2104812128 hasConceptScore W2104812128C122770356 @default.
- W2104812128 hasConceptScore W2104812128C127413603 @default.
- W2104812128 hasConceptScore W2104812128C14036430 @default.
- W2104812128 hasConceptScore W2104812128C159877910 @default.
- W2104812128 hasConceptScore W2104812128C161584116 @default.
- W2104812128 hasConceptScore W2104812128C165464430 @default.
- W2104812128 hasConceptScore W2104812128C178650346 @default.
- W2104812128 hasConceptScore W2104812128C24574437 @default.
- W2104812128 hasConceptScore W2104812128C28826006 @default.
- W2104812128 hasConceptScore W2104812128C33923547 @default.
- W2104812128 hasConceptScore W2104812128C78458016 @default.
- W2104812128 hasConceptScore W2104812128C81299745 @default.
- W2104812128 hasConceptScore W2104812128C86803240 @default.
- W2104812128 hasIssue "419" @default.
- W2104812128 hasLocation W21048121281 @default.
- W2104812128 hasOpenAccess W2104812128 @default.
- W2104812128 hasPrimaryLocation W21048121281 @default.
- W2104812128 hasRelatedWork W1625454537 @default.
- W2104812128 hasRelatedWork W173462809 @default.
- W2104812128 hasRelatedWork W186325292 @default.
- W2104812128 hasRelatedWork W1879697000 @default.
- W2104812128 hasRelatedWork W2000363231 @default.
- W2104812128 hasRelatedWork W2244053297 @default.
- W2104812128 hasRelatedWork W286421436 @default.
- W2104812128 hasRelatedWork W2955011458 @default.
- W2104812128 hasRelatedWork W2981005991 @default.
- W2104812128 hasRelatedWork W3037586737 @default.
- W2104812128 hasVolume "87" @default.
- W2104812128 isParatext "false" @default.
- W2104812128 isRetracted "false" @default.
- W2104812128 magId "2104812128" @default.
- W2104812128 workType "article" @default.