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- W2123160178 abstract "This research was concerned with the identification of rational models in stochastic processes and we use the Pade-Laurent Approximation to identify a Transfer-Function Model with Expectations. We mention the T-table method and focus in studying the generalised epsilon-algorithm, emphasizing the main role of the statistical significance of their numerical entries. Empirical work is made for non-causal TF models using both simulated and economic real data." @default.
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- W2123160178 date "2007-04-01" @default.
- W2123160178 modified "2023-09-26" @default.
- W2123160178 title "Some Algorithms to Identify Rational Structures in Stochastic Processes with Expectations" @default.
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- W2123160178 doi "https://doi.org/10.3844/jmssp.2007.268.276" @default.
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