Consistency and relative efficiency of subspace methods

Deistler, Manfred; Peternell, K. and Scherrer, Wolfgang (1995) Consistency and relative efficiency of subspace methods. Automatica, 31 (12), pp. 1865-1875.

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Item Type: Article in Academic Journal
Keywords: Linear dynamic systems; state-space representations; identification algorithms; subspace methods; Hannan-Rissanen method; maximum-likelihood estimators; statistical analysis; consistency; relative efficiency;
Research Units: Macroeconomics and Economic Policy
Status: Published
Date Deposited: 04 Jun 2020 07:07
Last Modified: 04 Jun 2020 07:07
Identification Number or DOI: 10.1016/0005-1098(95)00089-6
ISSN: 0005-1098

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